[SciPy-Dev] Beginning work on robustly allowing function pointers in integrate - quad

[Brian Lee Newsom]

Hello,

Thanks for all your replies on this matter.  After consideration it seems
that a reasonable place for work would be on allowing integrate.quad to
robustly accept function pointers from a compiled language, so that they
may bypass the underlying callbacks to python.  The current implementation
does not support additional arguments and because of this cannot be used
with higher dimensions of integration using dblquad/tplquad/nquad when it
is needed most.

It seems a reasonable avenue would be to tackle this issue with Cython,
although I am by no means an expert and if CTypes or the C/Python API is
preferred, I could work with that instead.

Furthermore, is anyone willing to tackle this issue with me? I am still
fairly new to scipy in general and will surely encounter issues in every
stage of development. Any sort of advisory would be very helpful.

I would love to hear any concerns, advice, or just general feedback on this
project. I have not started anything and would like to go about this with
all the help I can get - I believe it will be significantly useful for more
robust integration over any number of dimensions.

Thanks,
Brian Newsom
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