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Floating Point Degree of Precision in Numerical Quadrature

  • Sanda Adam
  • Gheorghe Adam
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7125)

Abstract

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, \(d_{\mathrm{fp}}\), the value of which significantly varies with the extent and localization of the integration domain over the real axis. The use of \(d_{\mathrm{fp}}\) instead of d drastically sharpens the admissible bounds of variation of the integrand in the Bayesian automatic adaptive quadrature.

Keywords

interpolatory quadrature sum algebraic degree of precision floating point degree of precision automatic adaptive quadrature Bayesian inference 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Sanda Adam
    • 1
    • 2
  • Gheorghe Adam
    • 1
    • 2
  1. 1.Laboratory of Information TechnologiesJoint Institute for Nuclear ResearchDubnaRussia
  2. 2.Horia Hulubei National Institute for Physics and Nuclear Engineering (IFIN-HH)MagureleRomania

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