Support auxiliary data

[quattro]

Hi! Awesome library.

I realize this may be a tall order, but it would be fantastic to allow for auxiliary data to be returned from user specified functions. This can useful for updating intermediate state objects. A good example is in optimistix.

I suppose it would also require users to specify some mapping function on how to combine two pytrees such that the end result would be value, aux = quadgk(func, interval, has_aux=True, tree_map_func=my_map_func) where value is the final integral and aux is the mapped (e.g., averaged, summed) auxiliary pytree.

I think one workaround now is that if aux is another array, I could concatenate them together and parse out afterwards.

[f0uriest]

I agree this would be nice to have but it's not something I'll likely be able to work on in the foreseeable future. That said I'd welcome any contributions!