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Numerical-Integration

Numerical Integration in 1D, 2D and 3D using Gauss-Chebychev-Quadrature on a rectangular grid. Function evaluations are done using simplistic C++ lambda functions.

For a quick theoretical introduction on Gaussian-Quadrature please visit i.e.: https://en.wikipedia.org/wiki/Gaussian_quadrature or see Paul DeVries: Computational Physics Chapter 4

Usage & Compilation on Linux:

Be sure that your system is compatible to C++14 and to have OpenMP installed for parallelization!

make
./MultiDim_Gauss.out

Or compile from source using g++:

g++ MultiDim_Gauss.cpp -fopenmp -std=c++1y

Any Questions or Bug Reports? Send me an e-Mail: dominik.lindorfer@jku.at