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New LevinIntegrate package for highly oscillatory integration

Hi all,

My LevinIntegrate package, for numerical integration of highly oscillatory
functions, is now available at

LevinIntegrate is an automatic integrator based on Levin's method for highly
oscillatory integration. It outperforms NIntegrate (and other automatic
integrators) for a variety of irregularly oscillatory functions:

LevinIntegrate[Exp[I*Cosh[x]], {x, 0, 10}] // Timing
>> {0.02, -0.138718 + 1.20194 * I}

Compare with:

NIntegrate[Exp[I*Cosh[x]], {x, 0, 10}, MaxRecursion -> 50] // Timing
>> (warnings)
>> {4.546, -0.138718 + 1.20194 * I}

For more information or to download the package, see

This is an early release of LevinIntegrate; it is still under development.
If you have any comments, suggestions, or problems, please do let me know of

Andrew Moylan

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