numerical-integration

One-dimensional numerical integration using the 'NumericalIntegration' C++ library.

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Example. Integrate x² between 0 and 1 with desired relative error 1e-10 and using 200 subdivisions.

example :: IO (Double, Double, Int) -- value, error estimate, error code
example = integration (\x -> x*x) 0 1 1e-10 200