quadax 0.1.0

Numerical quadrature with JAX

quadax is a library for numerical quadrature and integration using JAX.

• Globally adaptive Gauss-Konrod quadrature for smooth integrands (similar to scipy.integrate.quad)

• Adaptive tanh-sinh quadrature for singular or near singular integrands.

• Quadrature from sampled values using trapezoidal, simpsons, and higher order rules.

Coming soon:

• N-D quadrature (cubature) via iterated 1-D rules, sparse grids, and QMC methods

• Integration with weight functions.

Installation

quadax is installable with pip:

pip install quadax

Usage

import jax.numpy as jnp
import numpy as np
from quadax import quadgk

f = lambda t: t * jnp.log(1 + t)

y, err = quadgk(fun, 0, 1, epsabs=1e-14, epsrel=1e-14)

np.testing.assert_allclose(y, 1/4, rtol=1e-14, atol=1e-14)

For full details of various options see the API documentation