Doubly adaptive quadrature routines based on Newton-Cotes rules

被引:21
|
作者
Espelid, TO [1 ]
机构
[1] Univ Bergen, Dept Informat, N-5020 Bergen, Norway
来源
BIT | 2003年 / 43卷 / 02期
关键词
adaptive quadrature; error estimation; software; Newton-Cotes rules;
D O I
10.1023/A:1026087703168
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper we test two recently published Matlab codes, adaptsim and adaptlob, using both a Lyness-Kaganove test and a battery type of test. Furthermore we modify these two codes using sequences of null rules in the error estimator with the intention to increase the reliability for both codes. In addition two new Matlab codes applying a locally and a globally adaptive strategy respectively are developed. These two new codes turn out to have very good properties both with respect to reliability and efficiency. Both algorithms are using sequences of null rules in their local error estimators. These error estimators allow us both to test if we are in the region of asymptotic behavior and thus increase reliability and to take advantage of the degree of precision of the basic quadrature rule. The new codes compare favorably to the two recently published adaptive codes both when we use a Lyness-Kaganove testing technique and by using a battery test.
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页码:319 / 337
页数:19
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