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https://issues.apache.org/jira/browse/MATH-995?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated MATH-995:
------------------------

    Attachment: gaussian__sigma_1000_zoom.png
                gaussian__sigma_1000.png
                gaussian__sigma_1.png

I attached plots that hint to why the "IterativeGaussLegendreIntegrator" is not 
adapted to this particular change of variable.
It appears to be a limitation of the algorithm but not a bug in the 
implementation.
                
> Adaptive division of segments in Quadrature  Legendre-Gauss
> -----------------------------------------------------------
>
>                 Key: MATH-995
>                 URL: https://issues.apache.org/jira/browse/MATH-995
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Ajo Fod
>         Attachments: gaussian__sigma_1000.png, gaussian__sigma_1000_zoom.png, 
> gaussian__sigma_1.png, patch-code, patch-code, patch-code, patch-test
>
>
> I think the existing Legendre-Gauss object fails for certain integrals. An 
> example of failure and a solution that divides segments based on error is 
> provided. Please let me know if I'm not using the Legendre-Gauss object 
> correctly.

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