diff --git a/doc/stdlib/math.rst b/doc/stdlib/math.rst index f92f2423c843d..aae27b12a285b 100644 --- a/doc/stdlib/math.rst +++ b/doc/stdlib/math.rst @@ -1690,6 +1690,14 @@ some built-in integration support in Julia. Alternatively, a different norm can be specified by passing a `norm`-like function as the `norm` keyword argument (which defaults to `vecnorm`). + [Only one-dimensional integrals are provided by this function. For + multi-dimensional integration (cubature), there are many different + algorithms (often much better than simple nested 1d integrals) + and the optimal choice tends to be very problem-dependent. See + the Julia external-package listing for available algorithms for + multidimensional integration or other specialized tasks (such as + integrals of highly oscillatory or singular functions).] + The algorithm is an adaptive Gauss-Kronrod integration technique: the integral in each interval is estimated using a Kronrod rule (``2*order+1`` points) and the error is estimated using an embedded