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Implementing Clenshaw-Curtis Quadrature, I Methodology and Experience.
- Source :
-
Communications of the ACM . May72, Vol. 15 Issue 5, p337-342. 6p. 1 Chart. - Publication Year :
- 1972
-
Abstract
- Clenshaw-Curtis quadrature is a particularly important automatic quadrature scheme for a variety of reasons, especially the high accuracy obtained from relatively few integrand values. However, it has received little use because it requires the computation of a cosine transformation, and the arithmetic cost of this has been prohibitive. This paper is in two parts; a companion paper, "II Computing the Cosine Transformation," shows that this objection can be overcome by computing the cosine transformation by a modification of the fast Fourier transform algorithm. This first part discusses the strategy and various error estimates, and summarizes experience with a particular implementation of the scheme. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00010782
- Volume :
- 15
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Communications of the ACM
- Publication Type :
- Periodical
- Accession number :
- 5221627