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This code is very experimental and could have subtle mistakes. Use with caution.
(probably create a new branch to play with it)

Often, trapezoidal quadrature is already superior to Gregory (and repeated Simpson) for small k, but very high order Gregory quadrature can beat it.

Enjoy!!

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chillenb commented Jul 1, 2024

The Gregory quadrature method in this code is the one described in
https://doi.org/10.1016/j.cpc.2020.107484.

It seems to be the same method as Appendix I and II of
https://doi.org/10.1093/imanum/2.2.131
This paper is a very good reference.

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