Rust library for numerical integration of real-valued functions

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My first crate Integrate is a fast, small, lightweight Rust library for performing numerical integration of real-valued functions. It is designed to integrate functions, providing a simple and efficient way to approximate definite integrals using various numerical methods.

Integrate supports a variety of numerical integration techniques:

  • Newton-Cotes methods:

    • Rectangle Rule.
    • Trapezoidal Rule.
    • Simpson's Rule.
    • Newton's 3/8 Rule.

  • Gauss quadrature methods:

    • Gauss-Legendre.
    • Gauss-Laguerre.
    • Gauss-Hermite.
    • Gauss-Chebyshev First Kind.
    • Gauss-Chebyshev Second Kind.

  • Adaptive Methods:

    • Adaptive Simpson's method

  • Romberg’s method.

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