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 co...
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| Formato: | Report |
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Unspecified
2012
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