filon

Implementation of Filon quadrature in Rust and Python.

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

This package implements the Filon quadrature algorithm in Rust as well as Python via PyO3 and maturin.

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.