Numerical evaluation of analytic functions by Cauchy's theorem (Q1176829): Difference between revisions

Let \(f\) be analytic in a simply-connected region \(D\subset\mathbb{C}\) and continuous in \(\overline D\), and let \(p_ m\) be the \(m\)th Taylor polynomial of \(f\) with respect to the center \(z\in D\). Then \[ g(t):={[f(t)-p_ m(t)]\over(t-z)^{m+1}} \] is analytic in \(D\), so that by Cauchy's theorem \(\int_ C g(t)dt=0\) for a closed contour \(C\subset D\). By discretizing this integral with the trapezoidal rule the authors find a simple formula for \(f(z)\) (when \(m=0\)) and a simple recurrence for \(f^{(m)}(z)\). Tests show that the so computed values are much more accurate than those obtained when the trapezoidal rule is applied directly to the Cauchy formula for \(f(z)\) or \(f^{(m)}(z)\), respectively.