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...

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...

The Riemann integral can be approximated using partitions and a rule for assigning weighted sums of the function at points determined by the partition. Approximation methods commonly used include endpoint rules, the midpoint rule, the trapezoid rule, Simpson’s rule, and other quadrature methods. The rate of approximation depends to a large degree on the rule being used and the smoothness of the...

In this paper, we study the numerical integration of continuous functions on d-dimensional spheres S ⊆ R by equally weighted quadrature rules based at N ≥ 1 points on S which minimize a generalized energy functional. Examples of such points are configurations, which minimize energies for the Riesz kernel ‖x− y‖−s 0 < s ≤ d and logarithmic kernel − log ‖x− y‖. We deduce that extremal point confi...

Abstract. Gauss quadrature is a popular approach to approximate the value of a desired integral determined by a measure with support on the real axis. Laurie proposed an (n+1)-point quadrature rule that gives an error of the same magnitude and of opposite sign as the associated n-point Gauss quadrature rule for all polynomials of degree up to 2n + 1. This rule is referred to as an anti-Gauss ru...

A new class of quadrature rules for the integration of both regular and singular functions is constructed and analyzed. For each rule the quadrature weights are positive and the class includes rules of arbitrarily high-order convergence. The quadratures result from alterations to the trapezoidal rule, in which a small number of nodes and weights at the ends of the integration interval are repla...

After some remarks on the convergence order of the classical gaussian formula for the numerical evaluation of integrals on unbounded interval, the authors develop a new quadrature rule for the approximation of such integrals of interest in the practical applications. The convergence of the proposed algorithm is considered and some numerical examples are given.