Calculation of Gauss quadrature rules
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- by Gene H. Golub and John H. Welsch PDF
- Math. Comp. 23 (1969), 221-230 Request permission
Abstract:
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 computing the three term recurrence relation from the moments of the weight function.References
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Additional Information
- © Copyright 1969 American Mathematical Society
- Journal: Math. Comp. 23 (1969), 221-230
- DOI: https://doi.org/10.1090/S0025-5718-69-99647-1
- MathSciNet review: 0245201