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Gauss-Kronrod quadrature
09-05-2022, 09:15 AM
Post: #1
Gauss-Kronrod quadrature
This HP Prime program demonstrates the procedure for calling
a subroutine named gk15 which integrates a user-defined function
of the form y = f(x) using a 15-point gauss-kronrod method.

Subroutine gk15 requires a user-defined function
coded in a second subroutine called usrfunc which
evaluates the function for any value of x. the user
must specify the lower and upper integration limits.

This program demonstrates the use of gk15 to compute
the integral of f(x) = 2 / sqrt(pi) * exp(-x * x) for
user-specified lower and upper integration values for x.

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