Re: numerical integral

philips wrote:
Hi All,

Do you know how to time-efficiently compute the integral

\integral_{xmin}^{xmax} (\exp(\sum_{ k=1 }^{n} (a_{k} * x^{k})) dx

for some fixed xmin, xmax and n.

Maybe some tricky change of variables for start.....

How about this (verify before using!)

r=s=a_n/(n+1)
for i=n-1,n-2,...,1
t=a_i/(i+1)
r=(r*x_max+t)
s=(s*x_min+t)
end for
result=r*x_max-s*x_min

-- mecej4
.

Relevant Pages

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    ... mecej4 wrote: ... for some fixed xmin, xmax and n. ... Maybe some tricky change of variables for start..... ...
    (sci.math.num-analysis)
  • Re: Integral to compute
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  • Re: numerical integral
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