Getting ready

To get involved in the following recipe, we need to know about the following instructions and requirements:

  • To achieve the definite integration of functions on suitable domains, we have mainly two methods—numerical integration and symbolic integration.
  • Numerical integration refers to the approximation of a definite integral via a quadrature process. Depending on how the function f(x) is given, the domain of integration, the knowledge of its singularities, and the choice of quadrature is the main part of this section.
  • In many cases, it is also possible to perform exact integration, even for non-bounded domains, with the aid of symbolic computation. In the SciPy stack, to this effect, we have an implementation of the Risch algorithm for elementary functions, and Meijer G-functions for non-elementary integrals. Both methods are housed in the SymPy libraries. Unfortunately, these symbolic procedures do not work for all functions, and due to the complexity of the generated codes in general, the solutions obtained by this method are by no means as fast as any numerical approximation.
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