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Test Problem.

Use your routines to compute the Gaussian integral


whose value (computed with 14 accurate digits) is shown above.

The results are given below.

SINGLE PRECISION
Tol Trapezoidal Simpson
error n error n
0.1E+01 -.2E-01 0.5E-03
0.1E+00 -.2E-01 0.4E-04
0.1E-01 -.1E-02 0.4E-04
0.1E-02 -.3E-03 0.4E-04
0.1E-03 -.2E-04 0.3E-05
0.1E-04 -.1E-05 0.2E-06
0.1E-05 -.2E-06 -.8E-07
0.1E-06 -.2E-06 0.0E+00
0.1E-07 -.1E-04 0.8E-07
0.1E-08 -.1E-04 0.8E-07
0.1E-09 -.1E-04 0.8E-07
0.1E-10 -.1E-04 0.8E-07
0.1E-11 -.1E-04 0.8E-07

DOUBLE PRECISION
TOL Trapezoidal Simpson
error n error n
0.1E+01 -.2E-01 0.5E-03
0.1E+00 -.2E-01 0.4E-04
0.1E-01 -.1E-02 0.4E-04
0.1E-02 -.3E-03 0.4E-04
0.1E-03 -.2E-04 0.3E-05
0.1E-04 -.1E-05 0.2E-06
0.1E-05 -.3E-06 0.1E-07
0.1E-06 -.2E-07 0.7E-09
0.1E-07 -.1E-08 0.7E-09
0.1E-08 -.3E-09 0.4E-10
0.1E-09 -.2E-10 0.3E-11
0.1E-10 -.1E-11 0.2E-12
0.1E-11 -.3E-12 0.6E-14

Aside from the project, compare the results above with thre results obtained via Gaussian Quadrature integration formula. This method gives excellent results with only several node points; it is therefore much more efficient than both trapezoidal and Simpson rules.

Gauss Quadrature
error n
-3.0E-4 2
-1.2E-5 3
4.4E-7 4
-8.0E-9 5


next up previous contents
Next: Piecewise Polynomial Interpolation. Splines. Up: Numerical Integration Previous: Homework   Contents
Adrian Sandu 2001-08-26