Simple adaptive quadrature for Ocaml
Following a C++ code I wrote doing the same thing I implement here Gauss-Kronrod adaptive quadrature in Ocaml.
- This implementation is slower than necessary.
- This implementation is probably not robust.
Would like to parameterize the type and not require it to be floating point.
Perhaps more work on module signature allowing a variety of integration methods, not just gauss-kronrod.
The adaptation algorithm here is very naive, as it is in my C++ code. This could be improved using more sophisticated logic and cut down on redundant function evaluations.