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10.5.4 Numerical Integration

If you want a purely numerical answer to an integration problem, you can use the a I (calc-num-integral) [ninteg] command. This command prompts for an integration variable, a lower limit, and an upper limit. Except for the integration variable, all other variables that appear in the integrand formula must have stored values. (A stored value, if any, for the integration variable itself is ignored.)

Numerical integration works by evaluating your formula at many points in the specified interval. Calc uses an “open Romberg” method; this means that it does not evaluate the formula actually at the endpoints (so that it is safe to integrate ‘sin(x)/x’ from zero, for example). Also, the Romberg method works especially well when the function being integrated is fairly smooth. If the function is not smooth, Calc will have to evaluate it at quite a few points before it can accurately determine the value of the integral.

Integration is much faster when the current precision is small. It is best to set the precision to the smallest acceptable number of digits before you use a I. If Calc appears to be taking too long, press C-g to halt it and try a lower precision. If Calc still appears to need hundreds of evaluations, check to make sure your function is well-behaved in the specified interval.

It is possible for the lower integration limit to be ‘-inf’ (minus infinity). Likewise, the upper limit may be plus infinity. Calc internally transforms the integral into an equivalent one with finite limits. However, integration to or across singularities is not supported: The integral of ‘1/sqrt(x)’ from 0 to 1 exists (it can be found by Calc's symbolic integrator, for example), but a I will fail because the integrand goes to infinity at one of the endpoints.