Torchquad

Changelog

Major

- Support for vectorized multiple integrand compute with one call
- Better support for custom integrators
- Added Gauss Legendre integration

Minor

- Various changes to tests
- Additional examples in docs and various docstring changes
- Workflow improvements for repo
- Added automatic test coverage investigation
- Small bugfixes


Detailed changes
* Release -> develop by gomezzz in https://github.com/esa/torchquad/pull/151
* Release -> main by gomezzz in https://github.com/esa/torchquad/pull/150
* Change the backend argument behaviour by FHof in https://github.com/esa/torchquad/pull/154
* Fixing build badge by gomezzz in https://github.com/esa/torchquad/pull/159
* Switching to CI to use mamba. by gomezzz in https://github.com/esa/torchquad/pull/158
* main -> develop by gomezzz in https://github.com/esa/torchquad/pull/161
* (feat): multi-dimensional integrand by ilan-gold in https://github.com/esa/torchquad/pull/160
* Disable autoblack action commits by gomezzz in https://github.com/esa/torchquad/pull/168
* (fix): use `static_argnums` for `jax` `jit` by ilan-gold in https://github.com/esa/torchquad/pull/165
* (feat): add JIT integrator tests by ilan-gold in https://github.com/esa/torchquad/pull/166
* Display test coverage reports on PRs by gomezzz in https://github.com/esa/torchquad/pull/167
* Fixing coverage workflow by gomezzz in https://github.com/esa/torchquad/pull/169
* Gaussian quadrature by elastufka in https://github.com/esa/torchquad/pull/141
* (feat): add customization API for `IntegrationGrid` by ilan-gold in https://github.com/esa/torchquad/pull/173
* main -> develop for Release 0.4.0 by gomezzz in https://github.com/esa/torchquad/pull/174
* (chore): add and/or clean up `Gaussian`/`GaussLegendre` docs by ilan-gold in https://github.com/esa/torchquad/pull/176
* (chore): small doc improvements by ilan-gold in https://github.com/esa/torchquad/pull/177
* develop -> release for Release 0.4.0 by gomezzz in https://github.com/esa/torchquad/pull/175
* (fix): bump tolerances for some GPU tests by ilan-gold in https://github.com/esa/torchquad/pull/179
* Type related errors with integration domain by gomezzz in https://github.com/esa/torchquad/pull/181

New Contributors
* ilan-gold made their first contribution in https://github.com/esa/torchquad/pull/160
* elastufka made their first contribution in https://github.com/esa/torchquad/pull/141

**Full Changelog**: https://github.com/esa/torchquad/compare/v0.3.0...v0.4.0

Major
- Added support for NumPy, JAX, Tensorflow via autoray for most integrators. Refer to docs for more details.
- Support for (JIT) compilation of the integration, except VEGAS. Refer to docs for more details.
- Huge performance improvements to VEGAS

Minor
- More tests
- New environment variable called `TORCHQUAD_LOG_LEVEL` to conveniently control loglevel, default changed to "warning"
- More strict code linting with flake8 and a corresponding small code cleanup
- Docs improvements
- Custom RNG class
- Refactoring of Newton-Cotes integrators

Release for Zenodo archiving for the JOSS publication

Major
* Added support and test for complex integrands (except in VEGAS, WIP)
* Further vectorized VEGAS leading to significant performance improvements (still work to do though, currently VEGAS is faster on CPU)
* Transitioned to PyTorch 1.9.0
* Submitted paper to JOSS (currently in press)
* Expanded docs (example for computing gradients, minimal working example)
* Improved README

Minor
* Added automated tests for computed gradients
* Fixed gradient flow through all integrators (e.g. w.r.t domain)
* Fixed setting loglevel
* Switched to loguru as logger
* Removed benchmark notebook (more extensive benchmarking will follow in the future)
* Updated contribution guidelines
* Several small fixes in the docs
* Improved automated tests
* Added some performance and convergence plots to README

Tagged version for the JOSS proof. Based on torchquad 0.2.2 with some updates to documentations.

Changelog
Major

Huge improvements to documentation
Added VEGAS Enhanced

Minor

Added Boole's rule
Migrated examples to docs
Updated requirements
Added option to set precision (float or double)
Improved comments
Added 10D unit test