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Comment by Malipeddi

This is a neat and accessible introduction to the topic. Nice work! I want to mention nesting quadratures like Gauss-Kronod like Clenshaw-Curtis/Fejér. The nesting means that the quadrature points for lower order are included in the points required for higher orders. This allows you to increase your order of accuracy if required with fewer total evaluations.
parent Malipeddi 1 year ago

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