Add multi-dimensional integration (Phase 3)#5
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gvonness-apolitical merged 1 commit intomainfrom Feb 26, 2026
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Tensor product rules, Smolyak sparse grids, Genz-Malik adaptive cubature, and Monte Carlo / quasi-Monte Carlo (Sobol, Halton).
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Summary
TensorProductRulewith mixed-order and isotropic constructors,CubatureRuleflat node storage withintegrate()andintegrate_box()SparseGrid::clenshaw_curtis(dim, level)using combination technique with quantised point mergingBinaryHeapsubdivision, fourth-difference split axis selection, 1D delegation136 unit tests + 28 doc tests, zero clippy warnings.
Test plan
cargo test— 164 tests passcargo clippy -- -W clippy::all— zero warningscargo fmt --check— clean