Anti-Szego quadrature rules

نویسندگان

  • Sun-Mi Kim
  • Lothar Reichel
چکیده

Szegő quadrature rules are discretization methods for approximating integrals of the form ∫ π −π f(e it)dμ(t). This paper presents a new class of discretization methods, which we refer to as anti-Szegő quadrature rules. AntiSzegő rules can be used to estimate the error in Szegő quadrature rules: under suitable conditions, pairs of associated Szegő and anti-Szegő quadrature rules provide upper and lower bounds for the value of the given integral. The construction of anti-Szegő quadrature rules is almost identical to that of Szegő quadrature rules in that pairs of associated Szegő and anti-Szegő rules differ only in the choice of a parameter of unit modulus. Several examples of Szegő and anti-Szegő quadrature rule pairs are presented.

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عنوان ژورنال:
  • Math. Comput.

دوره 76  شماره 

صفحات  -

تاریخ انتشار 2007