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Use derivatives to speed up integration #3

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bmsherman opened this issue Jan 27, 2019 · 0 comments
Open

Use derivatives to speed up integration #3

bmsherman opened this issue Jan 27, 2019 · 0 comments
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enhancement New feature or request

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@bmsherman
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Currently, integration approximates a function as constant on a given (hopefully small) interval.

If we can, may as well compute the derivative of the function (where we approximate the derivative as constant over the interval, passing in the interval value and getting an interval derivative out), and then use that linear interval approximation on the interval to get a finer estimate of the integral.

@bmsherman bmsherman added the enhancement New feature or request label Jan 27, 2019
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