The Mathematical Institute, University of Oxford, Eprints Archive

Is Gauss quadrature better than Clenshaw-Curtis?

Trefethen, Lloyd N. (2006) Is Gauss quadrature better than Clenshaw-Curtis? Technical Report. Unspecified. (Submitted)

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Abstract

We consider the question of whether Gauss quadrature, which is very famous, is more powerful than the much simpler Clenshaw-Curtis quadrature, which is less well-known. Seven-line MATLAB codes are presented that implement both methods, and experiments show that the supposed factor-of-2 advantage of Gauss quadrature is rarely realized. Theorems are given to explain this effect. First, following Elliott and O'Hara and Smith in the 1960s, the phenomenon is explained as a consequence of aliasing of coefficients in Chebyshev expansions. Then another explanation is offered based on the interpretation of a quadrature formula as a rational approximation of $\log((z+1)/(z-1))$ in the complex plane. Gauss quadrature corresponds to Pad\'e approximation at $z=\infty$. Clenshaw-Curtis quadrature corresponds to an approximation whose order of accuracy at $z=\infty$ is only half as high, but which is nevertheless equally accurate near $[-1,1]$.

Item Type:Technical Report (Technical Report)
Subjects:A - C > Approximations and expansions
H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1116
Deposited By:Lotti Ekert
Deposited On:11 May 2011 10:56
Last Modified:11 May 2011 10:56

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