Re: Numerical integration at arbitrary x

From: Gerry Thomas (gfthomas_at_sympatico.ca)
Date: 12/05/04


Date: Sun, 5 Dec 2004 13:48:11 -0500


"Anonymous" <nospam@noISP.com> wrote in message
news:bl0sd.137237$5K2.133198@attbi_s03...
> I'm faced with integrating a function numerically, given its value at
non-equally-spaced
> points. That is,
>
> INTEGRAL(y(x) dx) between limits x=a and x=b, when I know only y_i(x_i),
i=1,...,N. The
> x_i are approximately, but not exactly, equally spaced between a and b.
>
> What would be an appropriate method, one that would maximize accuracy.
y(x) is
> approximately exp(x-x0) (a positive exponential).
>
> TIA
>
> sherNOwoodSPAM@computer.org (remove caps to get e-mail)
>

Try

P.E. Gill and G.F. Miller,'An algorithm for the integration of unequally
spaced data,' Comput. J. 15 80-83 (1972)

-- 
HTH,
Gerry T.


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