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Reports (Research Report) Year : 2005

Multiple-Precision Correctly Rounded Gauss-Legendre Quadrature


Numerical integration is an operation that is frequently available in multiple precision numerical software packages. The different quadrature schemes used are considered well studied but the roundoff errors that result from the computation are often neglected, and the actual accuracy of the results are therefore seldom rigorously proven. We focus on the Gauss-Legendre quadrature scheme and describe the algorithms needed in our implementation. A thorough error analysis is given as well as experimental error measurements and timings.
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Dates and versions

inria-00070311 , version 1 (19-05-2006)


  • HAL Id : inria-00070311 , version 1


Laurent Fousse. Multiple-Precision Correctly Rounded Gauss-Legendre Quadrature. [Research Report] RR-5705, INRIA. 2005, pp.17. ⟨inria-00070311⟩
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