MATHS 270  ·  Numerical Computation

Quadrature Explorer

Every numerical integration rule on this page — and every one in the course — is the same object: a list of points where you evaluate f, and a list of numbers you multiply those values by. Change the points and the numbers, and you have changed the rule.

∫ ab f(x) dx  ≈  ∑k = 0n  ck  f(xk)

The nodes xk are where you look. The weights ck say how much each look counts. Neither depends on f — that is what makes a rule reusable.

Interval [a, b]
Rule
4

The rule, drawn

The rule, written out

Diagnostics

Error against N  —  log–log

measured error current N