Integrals.jl
                                
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                        FastGaussQuadrature.jl support?
I was looking though quadrature libraries and spotted https://github.com/JuliaApproximation/FastGaussQuadrature.jl
It might be nice to also hook that up to this interface. (I don't actually have any need for this, was just speculating)
FastGaussQuadrature.jl just gives quadrature nodes and weights. I am not sure what kind of interface we can add to bridge with FastGaussQuadrature.jl
We could, but it's not adaptive so it's hard. The user would have to supply the number of nodes, and we could then do the calculation, but that wouldn't guarantee a tolerance like the other methods.
Is this solved with #147 and #176 ?