lintegrate

lintegrate provides a C library for numerical integration of functions for which numerical instabilities require working with the natural logarithm of the function.

In addition to the C library, there are Python versions of several of the core methods that are accessed in a similar way to the SciPy quad() function.

Contents:

• Installation
  • Installing from source
  • PyPI
  • Conda
  • Contributing
• C API
  • QNG non-adaptive Gauss-Kronrod integration
  • QAG adaptive integration
  • CQUAD doubly-adaptive integration
• Python API
  • logtrapz()
  • lqng()
  • lqag()
  • lcquad()
• Examples
  • C library
  • Python interface

Citation

If using lintegrate within you research, I would be grateful if you cite the associated JOSS paper for the software. The following BibTeX citation can be used:

@article{Pitkin2022,
  doi = {10.21105/joss.04231},
  url = {https://doi.org/10.21105/joss.04231},
  year = {2022},
  publisher = {The Open Journal},
  volume = {7},
  number = {73},
  pages = {4231},
  author = {Matthew Pitkin},
  title = {lintegrate: A C/Python numerical integration library for working in log-space},
  journal = {Journal of Open Source Software}
}

You may also want to cite the GSL reference “M. Galassi et al, GNU Scientific Library Reference Manual (3rd Ed.), ISBN 0954612078” and the URL http://www.gnu.org/software/gsl/.

Indices and tables

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