Calculation of Gauss-Kronrod quadrature rules
نویسنده
چکیده
The Jacobi matrix of the (2n+1)-point Gauss-Kronrod quadrature rule for a given measure is calculated efficiently by a five-term recurrence relation. The algorithm uses only rational operations and is therefore also useful for obtaining the Jacobi-Kronrod matrix analytically. The nodes and weights can then be computed directly by standard software for Gaussian quadrature formulas.
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ورودعنوان ژورنال:
- Math. Comput.
دوره 66 شماره
صفحات -
تاریخ انتشار 1997