Summary: NUMERICAL INTEGRATION
How do you evaluate
I =
Z b
a
f(x) dx
From calculus, if F(x) is an antiderivative of f(x),
then
I =
Z b
a
f(x) dx = F(x)|b
a = F(b) - F(a)
However, in practice most integrals cannot be evalu-
ated by this means. And even when this can work, an
approximate numerical method may be much simpler
and easier to use. For example, the integrand in
Z 1
0
dx

Source: Atkinson, Kendall - Departments of Computer Science & Mathematics, University of Iowa

Collections: Computer Technologies and Information Sciences