Numerical integration is the process of computing the approximate value of a definite integral using a set of numerical values of the integrand. If the integrand is a function of single variable, the process is called mechanical quadrature. If the integrand is a function of two independent variables, the process of computing double integral is called mechanical cubature.
Like numerical differentiation, the numerical integration is performed by representing the integrand by an interpolation formula and then integrating the interpolation formula between the given limits. Thus, to find , we replace the function f by an interpolation ...