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 $n \geq 100$.
- Publication date:
- Local pid:
- Deposit date:
- Copyright date:
Views and Downloads
If you are the owner of this record, you can report an update to it here: Report update to this record