ISSN:
1572-9125
Keywords:
Adaptive quadrature
;
Gauss quadrature
;
Kronrod rules
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract First, the basic principles of adaptive quadrature are reviewed. Adaptive quadrature programs being recursive by nature, the choice of a good termination criterion is given particular attention. Two Matlab quadrature programs are presented. The first is an implementation of the well-known adaptive recursive Simpson rule; the second is new and is based on a four-point Gauss-Lobatto formula and two successive Kronrod extensions. Comparative test results are described and attention is drawn to serious deficiencies in the adaptive routines quad and quad8 provided by Matlab.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022318402393
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