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More about Integration

This appendix provides information about integration beyond that given in chapter 8.

How the Integral Is Evaluated

The algorithm used by the integration operation,  , calculates the integral of a function f(x) by computing a weighted average of the function's values at many values of x (known as sample points) within the interval of integration. The accuracy of the result of any such sampling process depends on the number of sample points considered: generally, the more sample points, the greater the accuracy. If f(x) could be evaluated at an infinite number of sample points, the algorithm could — neglecting the limitation imposed by the inaccuracy in the calculated function f(x) — always provide an exact answer.

Evaluating the function at an infinite number of sample points would take forever. However, this is not necessary since the maximum accuracy of the calculated integral is limited by the accuracy of the calculated function values. Using only a finite number of sample points, the algorithm can calculate an integral that is as accurate as is justified considering the inherent uncertainty in f(x).

The integration algorithm at first considers only a few sample points, yielding relatively inaccurate approximations. If these approximations are not yet as accurate as the accuracy of f(x) would permit, the algorithm is iterated (repeated) with a larger number of sample points. These iterations continue, using about twice as many sample points each time, until the resulting approximation is as accurate as is justified considering the inherent uncertainty in f(x).

More about Integration

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