Composite Gauss–Legendre quadrature with error control: International Journal of Mathematical Education in Science and Technology: Vol 42, No 4

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Abstract

We describe composite Gauss–Legendre quadrature for determining definite integrals, including a means of controlling the approximation error. We compare the form and performance of the algorithm with standard Newton–Cotes quadrature.

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Composite Gauss–Legendre quadrature with error control

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Composite Gauss–Legendre quadrature with error control

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