HCubature.jl
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Parallel integrand evaluation [Feature Req.]
I need a pure-julia integration library that support multi-dimensional, vector valued integrands and batch integrand evaluation. HCubature.jl hits all these criteria except for batch integrand evaluation as in Cubature.jl. Is adding a vectorized method on the horizon?
I have no immediate plans to work on this, but it's something I'm not opposed to adding eventually.
Thank you for the info.