The evaluation of definite integrals using high-order formulae
Open Access
- 1 January 1971
- journal article
- Published by Oxford University Press (OUP) in The Computer Journal
- Vol. 14 (3) , 301-306
- https://doi.org/10.1093/comjnl/14.3.301
Abstract
The use of high-order integration formulae in general-purpose library routines is widely discouraged in the literature. The reasons advanced for the recommended preference for the trapezoidal, mid-point and Simpson's rules are here analysed, and found to be either irrelevant to modern computation, or highly inconclusive. Attainable error bounds are presented which help to make high-order formulae equally attractive in problems for which they were formerly regarded as inefficient.Keywords
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