The error estimate for Simpson's rule is given by:
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Where S(h/2) and S(h) are the approximations obtained using Simpson's rule with step sizes h/2 and h respectively.
Here's an implementation to approximate an integral using the repeated Simpson's rule and calculate the error:
main.m430 chars17 linesTo use this function, simply provide the function to integrate f, the lower and upper limits of integration a and b, and the number of steps N. The function returns the approximate value of the integral, I, and the estimated error, error.
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Note that to use Simpson's rule, the number of steps N should be a multiple of 2.
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