An adaptive Gaussian quadrature for the Voigt function

Gaussian quadrature rules using function derivatives

Abstract: For finite positive Borel measures supported on the real line we consider a new type of quadrature rule with maximal algebraic degree of exactness, which involves function derivatives. We prove the existence of such quadrature rules and describe their basic properties. Also, we give an application of these quadrature rules to the solution of a Cauchy problem without solving it directl...

The Gaussian Quadrature Method

Gaussian Quadrature for Kernel Features

Kernel methods have recently attracted resurgent interest, showing performance competitive with deep neural networks in tasks such as speech recognition. The random Fourier features map is a technique commonly used to scale up kernel machines, but employing the randomized feature map means that O(ε-2) samples are required to achieve an approximation error of at most ε. We investigate some alter...

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...

Trigonometric and Gaussian Quadrature

Some relationships are established between trigonometric quadrature and various classical quadrature formulas. In particular Gauss-Legendre quadrature is shown to be a limiting case of trigonometric quadrature. In an earlier paper [1] it was noted that there exist trigonometric and exponential analogs of Gaussian quadrature formulas. We now extend those results to show several interesting featu...