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Erschienen in:
2012 | OriginalPaper | Buchkapitel
Floating Point Degree of Precision in Numerical Quadrature
verfasst von : Sanda Adam, Gheorghe Adam
Erschienen in: Mathematical Modeling and Computational Science
Verlag: Springer Berlin Heidelberg
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In the floating point computation of an integral by means of an interpolatory quadrature sum, the algebraic degree of precision
d
, of the quadrature sum is to be abandoned in the favour of its floating point degree of precision,
$d\sb{\mathrm{fp}}$
, the value of which significantly varies with the extent and localization of the integration domain over the real axis. The use of
$d\sb{\mathrm{fp}}$
instead of
d
drastically sharpens the admissible bounds of variation of the integrand in the Bayesian automatic adaptive quadrature.