Integrals.jl
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SciML
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
Specifying maxiters with CubaSUAVE() causes julia to crash, e.g. ``` using Integrals, IntegralsCuba f(x,p) = sum(sin.(x)) prob = IntegralProblem(f,ones(2),3ones(2)) sol = solve(prob,CubaSUAVE(),reltol=1e-3,abstol=1e-3, maxiters=10) ``` Also I'd like to check -...
Updating`transformation_if_inf` is sufficient to make HCubatureJL() type stable. Other methods are still type unstable.
```julia using Quadrature, ForwardDiff, FiniteDiff, Zygote, Cuba f(x,p) = sum(sin.(x .* p)) lb = ones(3) ub = 3ones(3) p = [1.5,2.0,3.0] prob = QuadratureProblem(f,lb,ub,p; batch=0) sol = solve(prob,CubaCuhre(),reltol= 1e-4,abstol= 1e-4,maxiters=100)[1]...
This test is broken https://github.com/SciML/Quadrature.jl/blob/f913f39d9766a5d15f3829c51155ab3b655269d3/test/derivative_tests.jl#L137 The problem occurs with `dp2`. It throws a `LoadError: DimensionMismatch("variable with size(x) == (1, 15) cannot have a gradient with size(dx) == (15,)")` https://github.com/SciML/Quadrature.jl/blob/f913f39d9766a5d15f3829c51155ab3b655269d3/test/derivative_tests.jl#L133 Which...
Docs
Firstly, thanks for making this fantastic package! It's great to have the various quadrature / cubature packages accessible via a common interface. The docs are currently a little harder to...
Currently not working. See various commented out tests, e.g. https://github.com/SciML/Quadrature.jl/blob/2fa4a7d10e213a1206f759310264b411b304e731/test/derivative_tests.jl#L153
Hi, I'm trying to find the mean of a dirichlet distribution using Quadrature. However, I'm finding that the time to complete increases drastically as a function of N. For example...
This comes from obtaining electron densities in a density of states given a chemical potential eta. Here's a MWE which shows the issue ``` using Integrals using QuadGK using Plots...
> `nout`: The output size of the function f. Defaults to 1, i.e., a scalar integral output. It seems like this `nout` parameter should not be needed for all algorithms....
I have a function with an integral, where the variable is the upper limit of the intgral. Using different integration methods and different automatic differentiation methods for differentiation for the...
