The classical Simpson’s rule approximates a definite integral of a function g as follows: let t0 < t1 < t2 be three equally spaced points, and let h = t1 − t0 . Then
The classical Simpson’s rule approximates a definite integral of a function g as follows: let t0 < t1 < t2 be three equally spaced points, and let h = t1 − t0 . Then