On Stieltjes Polynomials and Gauss-kronrod Quadrature
نویسنده
چکیده
Let D be a real function such that D(z) is analytic and D(z) ± 0 for \z\ < 1. Furthermore, put W(x) = \J\ x2\D(e'v)\2 , x = costp , tp e [0, 71 ], and denote by pn(', rV) the polynomial which is orthogonal on [-1, +1] to Pn_[ (P„_! denotes the set of polynomials of degree at most n 1 ) with respect to W . In this paper it is shown that for each sufficiently large n the polynomial En+X(-, W) (called the Stieltjes polynomial) of degree n + \ which is orthogonal on [-1,-1-1] to Pn with respect to the sign-changing function pn('> W)W has n + 1 simple zeros in (-1,1) and that the interpolation quadrature formula (called the Gauss-Kronrod quadrature formula) based on nodes which are the In + 1 zeros of En+l(-, W)pn(-, IV) has all weights positive.
منابع مشابه
Stieltjes Polynomials and the Error of Gauss-kronrod Quadrature Formulas
The Gauss-Kronrod quadrature scheme, which is based on the zeros of Legendre polynomials and Stieltjes polynomials, is the standard method for automatic numerical integration in mathematical software libraries. For a long time, very little was known about the error of the Gauss-Kronrod scheme. An essential progress was made only recently, based on new bounds and as-ymptotic properties for the S...
متن کاملStieltjes-type Polynomials on the Unit Circle
Stieltjes-type polynomials corresponding to measures supported on the unit circle T are introduced and their asymptotic properties away from T are studied for general classes of measures. As an application, we prove the convergence of an associated sequence of interpolating rational functions to the corresponding Carathéodory function. In turn, this is used to give an estimate of the rate of co...
متن کاملStieltjes-type polynomials on the unit circle
Stieltjes-type polynomials corresponding to measures supported on the unit circle T are introduced and their asymptotic properties away from T are studied for general classes of measures. As an application, we prove the convergence of an associated sequence of interpolating rational functions to the corresponding Carathéodory function. In turn, this is used to give an estimate of the rate of co...
متن کاملA historical note on Gauss-Kronrod quadrature
The idea of Gauss–Kronrod quadrature, in a germinal form, is traced back to an 1894 paper of R. Skutsch. The idea of inserting n+1 nodes into an n-point Gaussian quadrature rule and choosing them and the weights of the resulting (2n+1)-point quadrature rule in such a manner as to maximize the polynomial degree of exactness is generally attributed to A.S. Kronrod [2], [3]. This is entirely justi...
متن کاملStieltjes polynomials and related quadrature formulae for a class of weight functions
Consider a (nonnegative) measure dσ with support in the interval [a, b] such that the respective orthogonal polynomials, above a specific index `, satisfy a three-term recurrence relation with constant coefficients. We show that the corresponding Stieltjes polynomials, above the index 2` − 1, have a very simple and useful representation in terms of the orthogonal polynomials. As a result of thi...
متن کامل