A student argues: "An -node Gauss rule is exact to degree
PHYSICS · Subjective · Fermi University Physics · Mathematical Methods for Physics · Numerical and computational mathematics · Numerical and computational mathematics
Error, Chance and the Machine, Ch Integration: error expansions, Gauss rules and adaptivity
Problem
A student argues: "An n-node Gauss rule is exact to degree 2n−1, while a Clenshaw-Curtis rule on n nodes is exact only to degree about n. The degree of exactness controls the error, so at the same number of function values a Gauss rule must have about twice as many correct digits." For Runge's function 1/(1+25x2) on [−1,1] with 25 function values, the errors are 9.2×10−5 for Clenshaw-Curtis and 5.0×10−5 for Gauss, and the nearest singularities of the integrand are at ±i/5. Find what is wrong with the argument. Count the correct digits, −log10∣error∣, of each rule and compare them with the claim, and say what sets the rate of both rules for this function.