Interpolatory integration formulas for optimal composition
Paola Favati, G. Lotti, Francesco Romani · ACM Transactions on Mathematical Software · 1991
A set of symmetric, closed, interpolatory integration formulas on the interval [-1, 1] with positive weights and increasing degree of precision is introduced. These formulas, called recursive monotone stable (RMS) formulas, allow applying higher order or compound rules without wasting previously computed functional values. An exhaustive search shows the existence of 27 families of RMS formulas, stemming from the simple trapezoidal rule.