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Classroom Notes

Composite Gauss–Legendre quadrature with error control

Pages 557-564 | Received 13 Jul 2010, Published online: 23 Feb 2011
 

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.

View correction statement:
Composite Gauss–Legendre quadrature with error control

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