On Tuesday, October 18, 2016 at 7:05:17 PM UTC-4, Mosè Giordano wrote: > > In any case, I have to admit that quadgk is much more powerful than > what I expected, at least because purely implemented in Julia, so can > work with any Julia type. >

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quadgk also supports arbitrary-precision (BigFloat) quadrature, with rules of arbitrary order, because it computes the Gauss-Kronrod weights as needed in any precision.