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Multiple-Precision Correctly rounded Newton-Cotes quadrature

Laurent Fousse — 2007

RAIRO - Theoretical Informatics and Applications

Numerical integration is an important operation for scientific computations. Although the different quadrature methods have been well studied from a mathematical point of view, the analysis of the actual error when performing the quadrature on a computer is often neglected. This step is however required for certified arithmetics.
We study the Newton-Cotes quadrature scheme in the context of multiple-precision arithmetic and give enough details on the algorithms and the error bounds to enable software...

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