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<h4 class="subsection">16.1.1 Integrands without weight functions</h4>
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<p><a name="index-Gauss_002dKronrod-quadrature-1344"></a>The algorithms for general functions (without a weight function) are
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based on Gauss-Kronrod rules.
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<p>A Gauss-Kronrod rule begins with a classical Gaussian quadrature rule of
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order m. This is extended with additional points between each of
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the abscissae to give a higher order Kronrod rule of order 2m+1.
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The Kronrod rule is efficient because it reuses existing function
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evaluations from the Gaussian rule.
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<p>The higher order Kronrod rule is used as the best approximation to the
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integral, and the difference between the two rules is used as an
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estimate of the error in the approximation.