The Mathematical Institute, University of Oxford, Eprints Archive

Fast and Accurate Computation of Gauss-Legendre and
Gauss-Jacobi Quadrature Nodes and Weights

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)

[img]
Preview
PDF
762Kb

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

Repository Staff Only: item control page