The development of accurate and efficient methods of numerical quadrature

Some new methods for performing numerical quadrature of an integrable function over a finite interval are described. Each method provides a sequence of approximations of increasing order to the value of the integral. Each approximation makes use of all previously computed values of the integrand. The points at which new values of the integrand are computed are selected in such a way that the order of the approximation is maximized. The methods are compared with the quadrature methods of Clenshaw and Curtis, Gauss, Patterson, and Romberg using several examples