About 30 years ago I submitted an HP-41C program, about numerical integration, to the User's Library in Corvallis. This program used a new algorithm based on Lagrangian interpolation and allows the (x,y) data to be non-equidistant for the values o x. I found the program on the museum DVD and decided to revive it.
I have posted a document on my website (click here and select the link to the New quadratic Lagrangian Integration method). There is another link next to it to download a ZIP file containing the Excel file (with VBA code) I used to test the algorithm and compare it with Simpson's rule. The quadratic Lagrangian integration method does very well compared to Simpson's rule, especially with a good choice for the values of x. The document explains all that in more details.
Enjoy!
Namir
Edited: 20 July 2012, 9:38 a.m.