An efficient formula for an automatic integrator based on trapezoidal rule

In the previous post, we discussed why doubling the number of segments in the automatic integrator based on multiple-segment trapezoidal rule is more efficient than increasing the number of segments one at a time. But this advantage involves having to store the individual function values from previous calculations and then having to retrieve them properly. This drawback can be circumvented very efficiently as explained below. What you will see is that there is no need to store individual function values.

Automatic Integrator Formula
Automatic Integrator Formula

This post is brought to you by Holistic Numerical Methods: Numerical Methods for the STEM undergraduate at http://numericalmethods.eng.usf.edu, the textbook on Numerical Methods with Applications available from the lulu storefront, and the YouTube video lectures available at http://www.youtube.com/numericalmethodsguy.

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Why keep doubling the segments for an automatic integrator based on Trapezoidal rule?

Automatic Integrator
Automatic Integrator
Automatic Integrator
Automatic Integrator

This post is brought to you by Holistic Numerical Methods: Numerical Methods for the STEM undergraduate at http://numericalmethods.eng.usf.edu, the textbook on Numerical Methods with Applications available from the lulu storefront, and the YouTube video lectures available at http://www.youtube.com/numericalmethodsguy.  

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A problem using central divided difference error order

This is a problem I asked in the first examination of my Numerical Methods course in Spring 2009.   The question is that if one gives you an approximate value of the derivative of a function at a certain point using the central divided difference formula for two different step sizes, would you be able to find a better estimate of the derivative?

This post is brought to you by Holistic Numerical Methods: Numerical Methods for the STEM undergraduate at http://nm.mathforcollege.com, the textbook on Numerical Methods with Applications available from the lulu storefront, and the YouTube video lectures available at http://www.youtube.com/numericalmethodsguy.

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