scipy/scipy — pull request #178 by pv (2012-03-10 00:33:06+00:00)
Title: Double-exponential integrator (#895)

Resurrecting an old contribution from Thouis Ray Jones, a double-exponential quadrature.

It integrates analytical functions optimally, and unlike quad(), supports vectorized functions. The tests seem to indicate that everything works as it should. The only question is probably about the pre-generated coefficients -- I'm not 100% sure the full mpmath accuracy is needed here, so it might also be OK to generate them on the fly.