Implementing Clenshaw-Curtis quadrature, I methodology and experience
By W. Morven Gentleman
Communications of the ACM,
Vol. 15 No. 5, Pages 337-342
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.
The full text of this article is premium content
No entries found
Log in to Read the Full Article
Purchase the Article
Create a Web Account
If you are an ACM member, Communications subscriber, Digital Library subscriber, or use your institution's subscription, please set up a web account to access premium content and site
features. If you are a SIG member or member of the general public, you may set up a web account to comment on free articles and sign up for email alerts.