Error propagation in adaptive Simpson algorithm

08012018, 05:53 PM
(This post was last modified: 08012018 06:01 PM by Albert Chan.)
Post: #12




RE: Error propagation in adaptive Simpson algorithm
Now I see why you set a fixed tolerance down the chain.
A slightly off answer is better than no answer. But, are you better off keep the algorithm asis, and raise tolerance ? (To take advantage of the "wasted" accuracy) To get 6 digits accuracy, say, set tolerance to 1e4 ? I do that for my Guassian Quadrature routine, expecting 2 extra good digits. So, if difference between 2 iteration is +/ 1e4, last result is about 6 digits accurate. Edit: another trick is to limit recursion depth, say, 10 levels deep. This forced the calculator to give a reasonable answer in seconds. 

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