Truncated generalized averaged Gauss quadrature rules
نویسندگان
چکیده
منابع مشابه
Truncated generalized averaged Gauss quadrature rules
Generalized averaged Gaussian quadrature formulas may yield higher accuracy than Gauss quadrature formulas that use the same moment information. This makes them attractive to use when moments or modified moments are cumbersome to evaluate. However, generalized averaged Gaussian quadrature formulas may have nodes outside the convex hull of the support of the measure defining the associated Gauss...
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Szegő quadrature rules are commonly applied to integrate periodic functions on the unit circle in the complex plane. However, often it is difficult to determine the quadrature error. Recently, Spalević introduced generalized averaged Gauss quadrature rules for estimating the quadrature error obtained when applying Gauss quadrature over an interval on the real axis. We describe analogous quadrat...
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Several algorithms are given and compared for computing Gauss quadrature rules. It is shown that given the three term recurrence relation for the orthogonal polynomials generated by the weight function, the quadrature rule may be generated by computing the eigenvalues and first component of the orthornormalized eigenvectors of a symmetric tridiagonal matrix. An algorithm is also presented for c...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2016
ISSN: 0377-0427
DOI: 10.1016/j.cam.2016.06.016