NumericalDifferentialEquationAnalysis`
NumericalDifferentialEquationAnalysis`

GaussianQuadratureError

GaussianQuadratureError[n,f,a,b]

gives the leading term in the error of the elementary n-point Gaussian quadrature formula for the function f on an interval from a to b.

GaussianQuadratureError[n,f,a,b,prec]

attempts to give a result with prec digits of precision.

Details and Options

  • To use GaussianQuadratureError, you first need to load the Numerical Differential Equation Analysis Package using Needs["NumericalDifferentialEquationAnalysis`"].
  • The function f may be a pure function or a named function defined using Set or SetDelayed.
  • The error is given as a function of n, a, and b multiplied by an ^(th) derivative of the function f. The size of the error is bounded by the maximum of this expression over the interval from a to b.