Summary
We consider the Gauss-Kronrod quadrature formula for the Legendre weight function. On certain spaces of analytic functions its error term is a continuous linear functional. We derive easy to compute estimates for the norm of the error functional, which lead to bounds for the error functional itself. The efficiency of these bounds is illustrated with some numerical examples.
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Work supported in part by a grant from the Research Council of the Graduate School, University of Missouri-Columbia
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Notaris, S.E. Error bounds for Gauss-Kronrod quadrature formulae of analytic functions. Numer. Math. 64, 371–380 (1993). https://doi.org/10.1007/BF01388694
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DOI: https://doi.org/10.1007/BF01388694