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Multiple-Precision Correctly rounded Newton-Cotes quadrature

Identifieur interne : 004C23 ( Main/Exploration ); précédent : 004C22; suivant : 004C24

Multiple-Precision Correctly rounded Newton-Cotes quadrature

Auteurs : Laurent Fousse [Niger]

Source :

RBID : ISTEX:1D82F951E852B9C63B6E3726C59E491EB4E9D18D

Descripteurs français

English descriptors

Abstract

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.

Url:
DOI: 10.1051/ita:2007004


Affiliations:


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