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Gauss–Kronrod weights for arbitrary weight functions #83
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Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## master #83 +/- ##
==========================================
+ Coverage 97.33% 97.87% +0.53%
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Files 5 5
Lines 338 471 +133
==========================================
+ Hits 329 461 +132
- Misses 9 10 +1
☔ View full report in Codecov by Sentry. |
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The goal of this PR is to implement arbitrary-precision Gauss–Kronrod weights for arbitrary Jacobi matrices, corresponding to arbitrary weight functions. This involves:
gauss(J)
to take an arbitrary tridiagonal Jacobi matrixJ
kronrod
code to the original form of Laurie (1997) to handle arbitraryJ
(It's a large PR, but it's mostly docs and tests. The actual amount of new code is relatively small.)