Error propagation in adaptive Simpson algorithm

07312018, 11:42 AM
Post: #3




RE: Error propagation in adaptive Simpson algorithm
(07302018 06:42 PM)Claudio L. Wrote: For example (from another thread): Integral of exp(x) between 0 and 500. Was the thread Casio fx991EX vs Hp 50g speed differences ? Tolerance setting is against successive iterations, not against true result. If the algorithm knew the true result, why ask for tolerance ? The extra precision may be just lucky (the integral is wellbehaved) Integral convergence rate may stall or (rare, but possible) even got worse on some iterations. Worse, integral may converge very well, but converged to a wrong result See above thread post#12, integral of sin(x), from 0 to 200. So, if time permitted, double check the numbers with other methods. 

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