Cheg 258 - Lecture Notes - April 5, 2000

Announcements

Class notes

The main points of the lecture were

• Quadrature Error Estimation

Goals:

• Estimate the error in Gaussian quadrature using the Kronod rule.
• Improve accuracy in quadrature of nasty functions by removing singularities.

Reading

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

Questions of the Day:

• Why is the degree of the K(2n+1) Kronod rule 3n+2?
• What is the error in a quadrature estimate if there is perfect covariance in the error of function evaluation?

Matlab Example Codes

example 26

example 26b