Multiple-precision correctly rounded newton-cotes quadrature

被引:2
|
作者
Fousse, Laurent [1 ]
机构
[1] Univ Nancy 1, LORIA, F-54602 Villers Les Nancy, France
来源
关键词
numerical integration; correct rounding; multiple-precision; Newton-Cotes;
D O I
10.1051/ita:2007004
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Numerical integration is an important operation for scientific computations. Although the different quadrature methods have been well studied from a mathematical point of view, the analysis of the actual error when performing the quadrature on a computer is often neglected. This step is however required for certified arithmetics. We study the Newton-Cotes quadrature scheme in the context of multiple-precision arithmetic and give enough details on the algorithms and the error bounds to enable software developers to write a Newton-Cotes quadrature with bounded error.
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页码:103 / 121
页数:19
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