[SciPy-Dev] vectorized scipy.integrate.quad

[Pauli Virtanen]

Christoph Groth <christoph <at> grothesque.org> writes:
[clip]
> On the Python level, I think that the interface to the new function
> could remain the same as that of the existing quad routine, with the
> only difference that the first argument of the integrand will be not a
> number, but a 1d-array of numbers.
> 
> Would such a vectorized quad be a welcome addition to SciPy?  I imagine
> proceeding as follows:

This sounds like a very reasonable addition to me.

Some suggestions:

- The other possible API would be to add a vectorized=False
  keyword argument, controlling whether vectorized evaluations
  are done or not.

  I think I would prefer this option, as it would result
  to less duplication.

- I would somewhat prefer working with the original QUADPACK
  F77 code, rather than f2c'ing it and then modifying, unless it
  is necessary to replace everything.

  As far as I see, this might be possible to do by just replacing 
  the DQK* routines.

- While at it, it would be useful to make it possible to pass
  a void* pointer to the callable function, so that we could
  drop the messy code dealing with enabling reentrancy.

-- 
Pauli Virtanen