JuliaMath / JuliaMath/QuadGK.jl

Compatibility with CUDA.jl

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Description

Dear QuadGK developers:
I'm attempting to calculate multiple 1D integrals in parallel using GPU via CUDA.jl. However currently QuadGK does not seem to be GPU-compatible (with CUDA.jl). A simple example below generates errors ( see the attached text file ). Is it possible, perhaps for the 1D integrals with limited options, to become compatible with CUDA.jl? Thanks.

```julia
using CUDA
using QuadGK

Z = Array([z for z in 1:1:4]);
Zcu = CuArray([z for z in 1:1:4]);

function f_int(z_ob)

iii(z) = z_ob - z

return quadgk(z -> iii(z), 0, 1, rtol=1e-4)[1]

end

f_int.(Z) # This works

f_int.(Zcu) # This does not work
```

[QUADgk error with CUDA.txt](https://github.com/JuliaMath/QuadGK.jl/files/8083524/QUADgk.error.with.CUDA.txt)

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