Performance Evaluation of an Adaptive Quadrature and a Double Exponential Formula Using Arbitrary-Precision Floating-Point Arithmetic
Using arbitrary-precision arithmetic provided by the GNU Multiple Precision Floating-Point Reliable Library, we implement AQE11D---that is, Ninomiya's adaptive 9-point Newton--Cotes rule extended with a sequence of higher-order rules---and Takahasi and Moris'double exponential (DE) formula. We evaluate them for Kahaner...