Multiple integrals

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Matteo Nicoli

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Apr 28, 2022, 4:47:27 AM4/28/22
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Dear Gonum developers,
I'd like to implement some extensions of the `integrate` package. In particular, I am willing to implement multiple integrals (something like the integral2 and integral3 functions in Matlab). Do you think it might be worth it?

Patricio Whittingslow

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May 8, 2022, 3:51:23 PM5/8/22
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Sounds like something I'd like to have in gonum. Might be worth taking a look at how the ode package deals with integration, where the Integrate function could take in a Integrator-like interface that defines the permissible error and step constraints.

Matteo Nicoli

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May 11, 2022, 6:40:47 PM5/11/22
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Yes, moreover, it would be nice to implement some algorithms other than Runge-Kutta. I am thinking at least a multistep (like BDF) and a predictor-corrector. 
I start working on these implementations first, and then I'll focus on the integrals

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