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Numerical integration: Gaussian quadrature rules

APMA 0160 (A. Yew) Spring 2011 Numerical integration: Gaussian quadrature rulesMatlab s built-in Numerical integration function[Q,fcount]=quad(f,a,b,tol)is essentially oursimp_compextrcode with some further efficiency-enhancing thatquadrequires scalar functions to be defined with elementwise operations, sof(x) =21+x2should be entered asf=inline( (1+x.^2) , x )orf=@(x) (1+x.^2)The default tolerance forquadis 10 has another efficient integration command calledquadl, with the same input and outputarguments. The method underlyingquadlis a Gaussian quadrature rule .Recall that each newton Cotes quadrature rule came from integrating the Lagrange polynomial thatinterpolates the integrandfatnequally spacednodes in the interval [a,b]. Thus, in general, we expectthe degree of exactness of the rule to ben 1 (though, as we ve seen, some rules turn out to have ahigher-than-expected degree of exactness ).

Recall that each Newton–Cotes quadrature rule came from integrating the Lagrange polynomial that interpolates the integrand f at n equally spaced nodes in the interval [a,b]. Thus, in general, we expect the degree of exactness of the rule to be n −1 (though, as we’ve seen, some rules turn out to have a higher-than-expected degree of ...

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