pub fn gauss_kronrod<F: FnMut(f64) -> f64>(f: F, a: f64, b: f64) -> (f64, f64)Expand description
Integrate f over [a, b] with the seven-point Gauss and fifteen-point
Kronrod pair: the Kronrod value, and the magnitude of its difference
from the Gauss value as the estimate of what it still misses.
Fifteen evaluations, shared. The Kronrod rule is exact for polynomials
up to degree twenty-two, the Gauss rule up to thirteen; where the two
agree the integrand is polynomial enough that both are right, and the
gap is a fair measure of the error where they are not. A reversed
interval integrates to the negative, as gauss_legendre does.