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Module integration

Module integration 

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Numerical integration using TCI and Gauss-Kronrod quadrature.

integrate approximates a multi-dimensional integral over a hypercube by building a tensor-train representation of the integrand on Gauss-Kronrod nodes and then summing the tensor train.

Supported quadrature orders: 15 and 31 (standard Gauss-Kronrod rules).

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integrate
Integrate a function over a hypercube [a, b] using TCI and Gauss-Kronrod quadrature.