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Reports (Research Report) Year : 2005

Correctly Rounded Newton-Cotes Quadrature


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 and give enough details on the algorithms and the error bounds to enable software developers to write a correctly-rounded Newton-Cotes quadrature.


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inria-00070402 , version 1 (19-05-2006)


  • HAL Id : inria-00070402 , version 1


Laurent Fousse. Correctly Rounded Newton-Cotes Quadrature. [Research Report] RR-5605, INRIA. 2005, pp.20. ⟨inria-00070402⟩
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