Hale, N. and Townsend, A.
Fast and Accurate Computation of Gauss-Legendre and
Gauss-Jacobi Quadrature Nodes and Weights. SIAM Journal on Scientific Computing . (Submitted)
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.
|Subjects:||D - G > General|
|Research Groups:||Oxford Centre for Collaborative Applied Mathematics|
|Deposited By:||Peter Hudston|
|Deposited On:||24 Nov 2012 08:59|
|Last Modified:||29 May 2015 19:19|
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