torchquad
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Add QUADPACK to torchquad
Feature
Desired Behavior / Functionality
The state of the art in deterministic integration methods is arguably QUADPACK. However, there are no GPU implementations of it.
What Needs to Be Done
- [ ] Identify good baseline implementation of QUADPACK
- [ ] Implement integrator in integration folder, should inherit from BaseIntegrator
- [ ] Add docs for it
- [ ] Add tests for it, orient at Newton-Cotes tests
How Can It Be Tested
- New tests
- Compare to baseline (e.g. scipy)