filon

Implementation of Filon quadrature in Rust.

The Filon quadrature is a quadrature for highly oscillatory integrals, such as $\int_a^b f(x) sin(mx)$ or $\int_a^b f(x) cos(mx)$.

See also a Python frontend for this code in pyfilon

This code ports John Burkardt's implementation of Filon quadrature, based on Chase and Fosdick's algorithm in the ACM, available on Netlib as TOMS 353.