Multi dimensional integrator - #1435
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I made a small function to integrate in higher dimensions by recursively integrating in 1D. It gets slower and less accurate as the dimension increases. I only wrote test for 2 and 3 dimensions and 3 dimensions was already getting slow.
However, this could be useful for low dimensional integrals that don't require high precision. When I researched higher dimensional integrals, most answers online suggested repeated 1D integration. From my understanding, this is actually how scipy implements their arbitrary dimensional integrator
nquad. This could work as a quick solution before implementing sparse grids.There's still a few more changes that I need to make, but the rough draft is here.