Error bounds for rational quadrature formulae of analytic functions

We study the error of rational quadrature rules when functions which are analytic on a neighborhood of the set of integration are considered. A computable upper bound of the error is presented which is valid for a broad range of rational quadrature formulae and a comparison is made with the exact error for a number of numerical examples.This work was supported by the Dirección General de Investigación (DGI), Ministerio de Ciencia y Tecnología, under grants BFM2003-06335-C03-02 and BFM2002-04315- C02-01.