Cheg 258 - Lecture Notes - April 3, 2000

Announcements

Class notes

The main points of the lecture were

• Romberg Iteration

Goals:

• Combine low degree quadrature rules to get high degree rules with no additional function evaluations.
• Understand what these methods imply to error in integration of noisy data.

Reading

• The class notes and Chapter 5 of Kahaner and Chapter 9 of Hanna.

Question of the Day

• Why is an estimate of the error of integration important?
• How can you estimate the contribution of error in function evaluation to the error in the integral?

Matlab Example Codes

example 26

example 26b