Symmetric Gauss - Lobattoand Modified Anti - Gauss Rules

Block Gauss and Anti-Gauss Quadrature with Application to Networks

Approximations of matrix-valued functions of the form WT f(A)W , where A ∈ Rm×m is symmetric, W ∈ Rm×k , with m large and k m, has orthonormal columns, and f is a function, can be computed by applying a few steps of the symmetric block Lanczos method to A with initial block-vector W ∈ Rm×k . Golub and Meurant have shown that the approximants obtained in this manner may be considered block Gauss...

Degree optimal average quadrature rules for the generalized Hermite weight function

Department of Mathematics, University of Gaziantep, Gaziantep, Turkey e-mail address : [email protected] Abstract For the practical estimation of the error of Gauss quadrature rules Gauss-Kronrod rules are widely used; but, it is well known that for the generalized Hermite weight function, ωα(x) = |x|2α exp(−x2) over [−∞,∞], real positive Gauss-Kronrod rules do not exist. Among the alternati...

Modified Gauss Elimination Technique for Separable Nonlinear Programming Problem

The structure of matrices in rational Gauss quadrature

This paper is concerned with the approximation of matrix functionals defined by a large, sparse or structured, symmetric definite matrix. These functionals are Stieltjes integrals with a measure supported on a compact real interval. Rational Gauss quadrature rules that are designed to exactly integrate Laurent polynomials with a fixed pole in the vicinity of the support of the measure may yield...

Computation of Gauss-Kronrod quadrature rules

Recently Laurie presented a new algorithm for the computation of (2n+1)-point Gauss-Kronrod quadrature rules with real nodes and positive weights. This algorithm first determines a symmetric tridiagonal matrix of order 2n+ 1 from certain mixed moments, and then computes a partial spectral factorization. We describe a new algorithm that does not require the entries of the tridiagonal matrix to b...