Indeed a standard technique in numerical analysis. Among the advantages of doing things this way (when applicable, i.e., when one has holomorphic integrands) a

Indeed a standard technique in numerical analysis. Among the advantages of doing things this way (when applicable, i.e., when one has holomorphic integrands) are significantly better accuracy & stability: https://people.maths.ox.ac.uk/trefethen/sirev56-3_385.pdf https://people.maths.ox.ac.uk/trefethen/sirev56-3_385.pdf (Haven't looked closely at the posted code so no idea how directly relevant this is.)