[SciPy-User] Error estimation of integration via numpy.trapz

Jonas V jonas-v at gmx.net
Sun Jan 19 19:25:08 EST 2014


Dear all,

I integrate samples f(x) whereas f and x are both 1-dimensional Numpy
arrays.

A = numpy.trapz(f, x=x)

Is there a way to get an error estimation of this integration?

Usually, the error could be estimated like this:
|E| <= (xmax-xmin)^3/12 * max(|f''(x)|)

So do I need to find the max(|f''(x)|) myself or is there already
something in Numpy that can be used?

Thank you!

Kind regards,
Jonas



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