[SciPy-Dev] N dimensional Gaussian quadrature

[oss]

Hi scipy-dev,

We ve implemented and tested n dimensional fixed_quad function with choice of orders for each dimension separately (useful when known singular points need to be avoided).

See the diff below. We re open for any request for improvement.

https://github.com/scipy/scipy/compare/master...multiwave:n_fixed_quad <https://github.com/scipy/scipy/compare/master...multiwave:n_fixed_quad>

Thanks

tryfon at multiwave
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