On Tue, 2 Jul 2013 12:54:12 -0400, Konstantin Berlin wrote:
IterateiveLegendreGaussIntegrator should be replaced by adaptive
guass-kronrod. The simpson and trapezoidal methods should be replaced by their adaptive versions, or at least adaptive wrapper provided for them.

[I mentioned Gauss-Kronrod very early in the discussion about MATH-995.]

See also
  https://issues.apache.org/jira/browse/MATH-830

Identified sub-tasks can be filed there.

In a library like Commons Math, we aim to provide "low-level" tools which knowledgeable users can mix and match to solve a wide range of problems.

Patches welcome.

Gilles


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