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scientific article
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English | An analysis of Ralston's quadrature |
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An analysis of Ralston's quadrature (English)
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1988
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Ralston's quadrature \(Q_ nf:=a_{On}[f(-1)-f(1)]+\sum ^{n}_{i=1}a_{in}f(t_{in})\), \(n\in {\mathbb{N}}\), which is exact for polynomials of degree 2n or less, is analyzed. It is particularly useful in the composite version because the ordinates at the end of each interior subinterval drop out. Computable expressions for the weights and knots are given. Furthermore, a more suitable form of the remainder is derived showing that the quadrature is definite. This result is obtained by means (expansions of the remainder in terms of divided differences of a primitive of the integrand) derived in the author's Habilitationsschrift [Error analysis for numerical integration - an algorithmic approach (1983; Zbl 0555.65012)] which do not only provide a simple method for determining the remainder of a quadrature but also for computing error bounds.
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Ralston's quadrature
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weights
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knots
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remainder
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divided differences
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error bounds
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