Positive trigonometric quadrature formulas and quadrature on the unit circle

Positive trigonometric quadrature formulas and quadrature on the unit circle

We give several descriptions of positive quadrature formulas which are exact for trigonometric-, respectively, Laurent polynomials of degree less or equal to n − 1 − m, 0 ≤ m ≤ n − 1. A complete and simple description is obtained with the help of orthogonal polynomials on the unit circle. In particular it is shown that the nodes polynomial can be generated by a simple recurrence relation. As a ...

A Connection Between Quadrature Formulas on the Unit Circle and the Interval

Quadrature formulas on the unit circle with prescribed nodes and maximal domain of validity

In this paper we investigate the Szegő-Radau and Szegő-Lobatto quadrature formulas on the unit circle. These are (n + m)-point formulas for which m nodes are fixed in advance, with m = 1 and m = 2 respectively, and which have a maximal domain of validity in the space of Laurent polynomials. That means that the free parameters (free nodes and positive weights) are chosen such that the quadrature...

Quadrature Formulas on the Unit Circle and Two-point Pade Approximation

In this paper our aim is to estimate integrals of the form [,"if} = J~... f(ei9)dl-£(8) where 1-£ is, in general a complex measure. We consider quadrature formulas like [n if} = L:7=1 Aj,nf(xj,n) with n distinct nodes Xj,n on the unit circle and so that [,"if} = [n{f} for any f E 'Rn (a certain subspace of Laurent polynomials with dimension n). Under appropriate assumptions on the function f we...

Matrix methods for quadrature formulas on the unit circle. A survey

In this paper we give a survey of some results concerning the computation of quadrature formulas on the unit circle. Like nodes and weights of Gauss quadrature formulas (for the estimation of integrals with respect to measures on the real line) can be computed from the eigenvalue decomposition of the Jacobi matrix, Szegő quadrature formulas (for the approximation of integrals with respect to me...