What are my options for a fast cumulative integration? I can use one of many quadrature packages but this does not scale. using QuadGK f = cos x₁ = 0.0 int_f(x₂) = quadgk(f, x₁, x₂)[1] using Plots plot([f, int_f], xlims=(x₁,2π)) Can you suggest some packages? Maybe I am missing something obvious. …

ApproxFun does this: julia> f = Fun(x->exp(-x^2),0..5); julia> g = 2/sqrt(π)*integrate(f); h = g - g(0); julia> x = 0:0.5:5; [f.(x) h.(x)] 11×2 Matrix{Float64}: 1.0 0.0 0.778801 0.5205 0.367879 0.842701 0.105399 0.966105 0.0183156 0.995322 0.00193045 0.999593 0.00012341…

How do I do a fast cumulative integration

Specific Domains Numerics

owiecc August 10, 2022, 9:03am 3

I saw that package. It only does a simple cumulative sum using trapezoidal rule.

Is there a reason why most integration packages don’t provide an easy interface for a cumulative sum?

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How do I do a fast cumulative integration

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