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Add QUADPACK to torchquad

Open gomezzz opened this issue 2 years ago • 0 comments

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)

gomezzz avatar Aug 20 '21 14:08 gomezzz