Fast and Accurate Computation of Gauss--Legendre and Gauss--Jacobi Quadrature Nodes and Weights
نویسندگان
چکیده
منابع مشابه
Fast and Accurate Computation of Gauss-Legendre and Gauss-Jacobi Quadrature Nodes and Weights
An efficient algorithm for the accurate computation of Gauss–Legendre and Gauss– Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton’s root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100.
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2013
ISSN: 1064-8275,1095-7197
DOI: 10.1137/120889873