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 in the context of multiple-precision arithmetic and give enough details on the algorithms and the error bounds to enable software developers to write a Newton-Cotes quadrature with bounded error.
Mots clés : numerical integration, correct rounding, multiple-precision, Newton-Cotes
@article{ITA_2007__41_1_103_0, author = {Fousse, Laurent}, title = {Multiple-precision correctly rounded {Newton-Cotes} quadrature}, journal = {RAIRO - Theoretical Informatics and Applications - Informatique Th\'eorique et Applications}, pages = {103--121}, publisher = {EDP-Sciences}, volume = {41}, number = {1}, year = {2007}, doi = {10.1051/ita:2007004}, mrnumber = {2330046}, zbl = {1136.65032}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ita:2007004/} }
TY - JOUR AU - Fousse, Laurent TI - Multiple-precision correctly rounded Newton-Cotes quadrature JO - RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications PY - 2007 SP - 103 EP - 121 VL - 41 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ita:2007004/ DO - 10.1051/ita:2007004 LA - en ID - ITA_2007__41_1_103_0 ER -
%0 Journal Article %A Fousse, Laurent %T Multiple-precision correctly rounded Newton-Cotes quadrature %J RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications %D 2007 %P 103-121 %V 41 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ita:2007004/ %R 10.1051/ita:2007004 %G en %F ITA_2007__41_1_103_0
Fousse, Laurent. Multiple-precision correctly rounded Newton-Cotes quadrature. RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications, Tome 41 (2007) no. 1, pp. 103-121. doi : 10.1051/ita:2007004. http://www.numdam.org/articles/10.1051/ita:2007004/
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