Hale, N. and Townsend, A. (2012) Fast and Accurate Computation of Gauss-Legendre and
Gauss-Jacobi Quadrature Nodes and Weights. SIAM Journal on Scientific Computing . (Submitted)
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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 ≥ 100.
| Item Type: | Article |
|---|---|
| Subjects: | D - G > General |
| Research Groups: | Oxford Centre for Collaborative Applied Mathematics |
| ID Code: | 1629 |
| Deposited By: | Peter Hudston |
| Deposited On: | 24 Nov 2012 08:59 |
| Last Modified: | 24 Nov 2012 08:59 |
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