Accurate recovery of recursion coefficients from Gaussian quadrature formulas

Anti-Gaussian quadrature formulas

An anti-Gaussian quadrature formula is an (n+ 1)-point formula of degree 2n− 1 which integrates polynomials of degree up to 2n+ 1 with an error equal in magnitude but of opposite sign to that of the n-point Gaussian formula. Its intended application is to estimate the error incurred in Gaussian integration by halving the difference between the results obtained from the two formulas. We show tha...

Quadrature formulas for Fourier coefficients

Numerical Construction of Gaussian Quadrature Formulas for

Most nonclassical Gaussian quadrature rules are difficult to construct because of the loss of significant digits during the generation of the associated orthogonal polynomials. But, in some particular cases, it is possible to develop stable algorithms. This is true for at least two well-known integrals, namely ¡l-(Loêx)-x°f(x)dx and ¡Ô Em(x)f(x)-dx. A new approach is presented, which makes use ...

Stopping functionals for Gaussian quadrature formulas

Gaussian formulas are among the most often used quadrature formulas in practice. In this survey, an overview is given on stopping functionals for Gaussian formulas which are of the same type as quadrature formulas, i.e., linear combinations of function evaluations. In particular, methods based on extended formulas like the important Gauss-Kronrod and Patterson schemes, and methods which are bas...

Construction of σ-orthogonal Polynomials and Gaussian Quadrature Formulas

Let dα be a measure on R and let σ = (m1,m2, ..., mn), where mk ≥ 1, k = 1, 2, ..., n, are arbitrary real numbers. A polynomial ωn(x) := (x − x1)(x − x2)...(x − xn) with x1 ≤ x2 ≤ ... ≤ xn is said to be the n-th σ-orthogonal polynomial with respect to dα if the vector of zeros (x1, x2, ..., xn) is a solution of the extremal problem ∫