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Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights
- Abstract:
- 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 $n \geq 100$.
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- Publisher:
- Unspecified
- Publication date:
- 2012-08-01
Item Description
- UUID:
-
uuid:3b7a2384-7d36-4b23-badc-8f988197e529
- Local pid:
- oai:eprints.maths.ox.ac.uk:1600
- Deposit date:
- 2012-09-07
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- Copyright date:
- 2012
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