inteq
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add some other quadrature methods
This code is very experimental and could have subtle mistakes. Use with caution. (probably create a new branch to play with it)
Often, trapezoidal quadrature is already superior to Gregory (and repeated Simpson) for small k, but very high order Gregory quadrature can beat it.
Enjoy!!
The Gregory quadrature method in this code is the one described in https://doi.org/10.1016/j.cpc.2020.107484.
It seems to be the same method as Appendix I and II of https://doi.org/10.1093/imanum/2.2.131 This paper is a very good reference.