Error propagation in adaptive Simpson algorithm
08-01-2018, 05:53 PM (This post was last modified: 08-01-2018 06:01 PM by Albert Chan.)
Post: #12
 Albert Chan Senior Member Posts: 1,676 Joined: Jul 2018
RE: Error propagation in adaptive Simpson algorithm
Now I see why you set a fixed tolerance down the chain.
A slightly off answer is better than no answer.

But, are you better off keep the algorithm as-is, and raise tolerance ?
(To take advantage of the "wasted" accuracy)

To get 6 digits accuracy, say, set tolerance to 1e-4 ?

I do that for my Guassian Quadrature routine, expecting 2 extra good digits.
So, if difference between 2 iteration is +/- 1e-4, last result is about 6 digits accurate.

Edit:
another trick is to limit recursion depth, say, 10 levels deep.
This forced the calculator to give a reasonable answer in seconds.
 « Next Oldest | Next Newest »

 Messages In This Thread Error propagation in adaptive Simpson algorithm - Claudio L. - 07-30-2018, 06:42 PM RE: Error propagation in adaptive Simpson algorithm - Dieter - 07-31-2018, 09:35 AM RE: Error propagation in adaptive Simpson algorithm - Albert Chan - 07-31-2018, 11:42 AM RE: Error propagation in adaptive Simpson algorithm - Claudio L. - 07-31-2018, 05:02 PM RE: Error propagation in adaptive Simpson algorithm - Claudio L. - 07-31-2018, 06:37 PM RE: Error propagation in adaptive Simpson algorithm - Albert Chan - 07-31-2018, 07:53 PM RE: Error propagation in adaptive Simpson algorithm - Claudio L. - 07-31-2018, 08:40 PM RE: Error propagation in adaptive Simpson algorithm - Vtile - 07-31-2018, 09:06 PM RE: Error propagation in adaptive Simpson algorithm - Dieter - 08-01-2018, 08:02 AM RE: Error propagation in adaptive Simpson algorithm - Albert Chan - 08-01-2018, 02:23 PM RE: Error propagation in adaptive Simpson algorithm - Claudio L. - 08-01-2018, 04:28 PM RE: Error propagation in adaptive Simpson algorithm - Albert Chan - 08-01-2018 05:53 PM

User(s) browsing this thread: 1 Guest(s)