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	<title>Comments on: Numerical Integration</title>
	<atom:link href="http://www.holoborodko.com/pavel/?feed=rss2&#038;page_id=679" rel="self" type="application/rss+xml" />
	<link>http://www.holoborodko.com/pavel</link>
	<description>Applied mathematics insights</description>
	<lastBuildDate>Tue, 07 Sep 2010 16:25:02 +0000</lastBuildDate>
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	<item>
		<title>By: Pavel Holoborodko</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-4611</link>
		<dc:creator>Pavel Holoborodko</dc:creator>
		<pubDate>Sat, 30 May 2009 00:49:47 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-4611</guid>
		<description>Detailed description you can find in this book:
&lt;a href=&quot;http://www.amazon.com/gp/product/0486453391?ie=UTF8&amp;tag=appliedmathem-20&amp;linkCode=as2&amp;camp=1789&amp;creative=9325&amp;creativeASIN=0486453391&quot; rel=&quot;nofollow&quot;&gt;Methods of Numerical Integration: Second Edition&lt;/a&gt;&lt;img src=&quot;http://www.assoc-amazon.com/e/ir?t=appliedmathem-20&amp;l=as2&amp;o=1&amp;a=0486453391&quot; width=&quot;1&quot; height=&quot;1&quot; border=&quot;0&quot; alt=&quot;&quot; style=&quot;border:none !important; margin:0px !important;&quot; /&gt;</description>
		<content:encoded><![CDATA[<p>Detailed description you can find in this book:<br />
<a href="http://www.amazon.com/gp/product/0486453391?ie=UTF8&#038;tag=appliedmathem-20&#038;linkCode=as2&#038;camp=1789&#038;creative=9325&#038;creativeASIN=0486453391" rel="nofollow">Methods of Numerical Integration: Second Edition</a><img src="http://www.assoc-amazon.com/e/ir?t=appliedmathem-20&#038;l=as2&#038;o=1&#038;a=0486453391" width="1" height="1" border="0" alt="" style="border:none !important; margin:0px !important;" /></p>
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	</item>
	<item>
		<title>By: priya</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-2431</link>
		<dc:creator>priya</dc:creator>
		<pubDate>Wed, 25 Mar 2009 18:45:36 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-2431</guid>
		<description>Hi Pavel can i know using what methods u could calculate these values, please give the information in detail</description>
		<content:encoded><![CDATA[<p>Hi Pavel can i know using what methods u could calculate these values, please give the information in detail</p>
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	</item>
	<item>
		<title>By: Pavel Holoborodko</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-1860</link>
		<dc:creator>Pavel Holoborodko</dc:creator>
		<pubDate>Fri, 27 Feb 2009 06:22:40 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-1860</guid>
		<description>Hi fatemeh!
My library is able to produce tables for any [tex]n[/tex] with precision 1e-10. Please use it if such accuracy is acceptable in your task.

If you need high precision tables for the such long list of different [tex]n[/tex], please post brief description of your project here. This is only fair price for the enormous chunk of work you are asking me to do.</description>
		<content:encoded><![CDATA[<p>Hi fatemeh!<br />
My library is able to produce tables for any
<pre class="brush: latex;">n</pre>
<p> with precision 1e-10. Please use it if such accuracy is acceptable in your task.</p>
<p>If you need high precision tables for the such long list of different
<pre class="brush: latex;">n</pre>
<p>, please post brief description of your project here. This is only fair price for the enormous chunk of work you are asking me to do.</p>
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	</item>
	<item>
		<title>By: fatemeh</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-1851</link>
		<dc:creator>fatemeh</dc:creator>
		<pubDate>Thu, 26 Feb 2009 15:56:19 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-1851</guid>
		<description>Could you please post for n=50,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,
71,73,76,77,78,80,85,88,90,93,96,99,100?</description>
		<content:encoded><![CDATA[<p>Could you please post for n=50,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,<br />
71,73,76,77,78,80,85,88,90,93,96,99,100?</p>
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	</item>
	<item>
		<title>By: Pavel Holoborodko</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-357</link>
		<dc:creator>Pavel Holoborodko</dc:creator>
		<pubDate>Thu, 13 Nov 2008 07:36:32 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-357</guid>
		<description>I’ve added data for [tex]n=32,64,100[/tex] to the table and source code.

Besides source code now includes quadratures for [tex]n=96,128,256,512,1024[/tex].

One note though. It could be pointless to apply high order quadratures using ‘double’ floating point numbers due its limited precision. Machine epsilon for double is around 1e-16. Usually Gaussian quadrature attain such error quickly even for relatively small [tex]n\le20[/tex]. Thus higher orders will not improve error any further. In the same time rounding error will increase with higher order.

It has sense to use high-precision floating point numbers instead of ‘double’. Libraries GMP and MPFR are commonly used for this purpose. I’ve created C++ interface for MPFR to simplify its usage. If you interested please visit &lt;a href=&quot;http://www.holoborodko.com/pavel/?page_id=12&quot; rel=&quot;nofollow&quot;&gt;MPFR C++ page&lt;/a&gt;.</description>
		<content:encoded><![CDATA[<p>I’ve added data for
<pre class="brush: latex;">n=32,64,100</pre>
<p> to the table and source code.</p>
<p>Besides source code now includes quadratures for
<pre class="brush: latex;">n=96,128,256,512,1024</pre>
<p>.</p>
<p>One note though. It could be pointless to apply high order quadratures using ‘double’ floating point numbers due its limited precision. Machine epsilon for double is around 1e-16. Usually Gaussian quadrature attain such error quickly even for relatively small
<pre class="brush: latex;">n\le20</pre>
<p>. Thus higher orders will not improve error any further. In the same time rounding error will increase with higher order.</p>
<p>It has sense to use high-precision floating point numbers instead of ‘double’. Libraries GMP and MPFR are commonly used for this purpose. I’ve created C++ interface for MPFR to simplify its usage. If you interested please visit <a href="http://www.holoborodko.com/pavel/?page_id=12" rel="nofollow">MPFR C++ page</a>.</p>
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	</item>
	<item>
		<title>By: Scott</title>
		<link>http://www.holoborodko.com/pavel/?page_id=679&#038;cpage=1#comment-352</link>
		<dc:creator>Scott</dc:creator>
		<pubDate>Wed, 12 Nov 2008 23:43:48 +0000</pubDate>
		<guid isPermaLink="false">http://www.holoborodko.com/pavel/?page_id=679#comment-352</guid>
		<description>Could you please post for n=100?</description>
		<content:encoded><![CDATA[<p>Could you please post for n=100?</p>
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