8.

6NumericalIntegration
Thispageintroducesmethodsforcomputingnumericalapproximationsofdefiniteintegrals.
Octave/MATLAB
Mathematica
Sage

Octave/MATLAB
Trapezoidalapproximations
Supposex

givesthepartitionofinterval[a, b]inton evenlyspacedsubintervals,i.e.supposex = a + ixfor

0, , n withx =
.Thenifystoresthevaluesoff atx , , x inarowvectorandhholdsthecommonlength
0

i =

, , xn

ba

ofallsubintervals(namelyx
forthepartitionx

, , xn

ba

),thenh*trapz(y)givesthetrapezoidalmethodapproximationto

f (x) dx

Thecodebelowcomputesthetrapezoidalapproximationsto
subintervals,thenusing100subintervals.

3
0

dx

firstusingthepartitionwith20evenlyspaced

>>a=0;b=3;n=20;
>>h=(ba)/n;
>>x=a:h:b;
>>y=x.^2;
>>h*trapz(y)
ans=
9.0113
>>n=100;
>>h=(ba)/n;
>>x=a:h:b;
>>y=x.^2;
>>h*trapz(y)
ans=
9.0004
Notsurprisinglyusingmoresubintervalsyieldsaresultclosertotheexactvalue9.
Ifxstoresanonevenlyspacedpartititionof[a, b],andyholdsthecorrespondingvaluesoff ,thentrapz(x,y)computes
b

thetrapezodialapproximationto

f (x) dx

forthegivenpartition.(Thissyntaxcanbeusedforevenlyspacedpartitionsas

well,butit'sslightlylessefficientthanourfirstapproachforthatcommonspecialcase.)

>>x=[0.05.1.3.32.4.55.711.31.41.451.61.81.922.22.32.62.82.913];
>>y=x.^2;

>>trapz(x,y)
ans=
9.0217
It'snotdifficulttowriteyourownimplementationofthetrapezoidalmethodinMATLAB.Feelfreetodosoasanexercise.

Simpson'srule
Although(asofthiswriting)MATLABdoesnotofferabuiltinimplementationofSimpson'sruleinitsmostbasicform,you
candownloadonefromtheMATLABCentralfileexchange.Thecodeinsimp.misabarebonesimplementationof
Simpson'srule.

functionarea=simp(fcn,a,b,n)
%UsesSimpson'sruletoapproximatetheintegralofthefunction
%withhandlefcnfromatobusingn*pairs*ofevenlyspaced
%subintervals.
%Author:RSmyth
%Version1.08/22/2013
h=(ba)/(2*n);%Subintervalspacing
x=a:h:b;%Partitionpoints
y=fcn(x);%Functionvaluesatpartitionpoints
i=0:2*n;
coeffs=3+(1).^(i+1);%Kludgetogeneratepatternofalternating2sand4s
coeffs(1)=1;coeffs(end)=1;
area=h/3*sum(coeffs.*y);%Simpson'sruleformula
octave:1>simp(@(x)x.^2,0,3,1)
ans=9
octave:2>formatlong
octave:3>simp(@(x)1./x,1,exp(1),3)
ans=1.00018687674140
octave:4>simp(@(x)1./x,1,exp(1),22)
ans=1.00000007582682
3

NoticethatSimpson'sruleproducedtheexactvaluefor x dxusingjustonepairofsubintervals.Isthisasurprise?
Shouldn'tbe.Simpson'sruleusesquadraticapproximationsandthusproducesexactvaluesforquadraticintegrands.
2

Othermethods
MATLABhasseveralbuiltinmethodsfornumericallyapproximatingintegralsincludingtheintegralmethod(introduced
earlier)whichusesglobaladaptivequadratureandthequadgkmethod(alsointroducedearlier)whichusesadaptiveGauss
Kronradquadrature.FollowthelinkstotheMATLABdocsformoreinformationaboutthesemethods.

Mathematica
Trapezoidalapproximations
Mathematica'snumericalintegrationroutineNIntegrate[](introducedearlier)canbemadetousetrapezoidal

approximationsbysettingtheMethodoptionto"TrapezoidalRule".

Ifyouwishtocontrolthepartitionyoucanimplementthetrapezoidalmethodasbelow.

Simpson'srule

Sage
Trapezoidalapproximations
Ordinarilyyouwouldusethenumerical_integral()command(introducedearlier)tocomputenumerical
approximationstodefiniteintegralsinSage.Ifyouwishtoimplementthetrapezoidalmethodthereareofcoursemanyways
todoso,oneofwhichisillustratedbelow.
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2
3
4
5
6

g(x)=x^2
f=Piecewise([[(0,3),g]])
ft=f.trapezoid(20)#Createpiecewiselinearapproximationtooriginalfunction.
n(ft.integral(definite=True))#Theexactvalueoftheintegralofthepiecewiselinear
#functionisthetrapezoidalestimatetotheintegralof
#theoriginalfunction.

Evaluate

Simpson'srule

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2
3
4
5
6
7

#ImplementationofSimpson'srule
f(x)=1/x;a=1;b=exp(1);n=3;#Editthislinetochangeintegrand,intervalornumberofsubdivisions
h=(ba)/(2*n)
vals=[f(a+i*h)foriinrange(0,2*n+1)]
coeffs=[3(1)^iforiinrange(0,2*n+1)]
coeffs[0]=1;coeffs[2*n]=1;
float(h/3*vector(coeffs).dot_product(vector(vals)))

Evaluate