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Contents - Numerical integration - Gaussian quadratures

Gaussian quadratures

Computation of Gauss-Legendre quadrature rule nodes and weights
W(x)=1, -1 ≤ x ≤ 1

Computation of Gauss-Chebyshev quadrature rule nodes and weights
W(x)=(1-x 2) -0.5, -1 ≤ x ≤ 1

Computation of Gauss-Jacobi quadrature rule nodes and weights
W(x)=(1-x) a(1+x) b, -1 ≤ x ≤ 1

Computation of Gauss-Hermite quadrature rule nodes and weights
W(x)=exp(-x 2), -∞ < x < ∞

Computation of Gauss-Laguerre quadrature rule nodes and weights
W(x)=x aexp(-x), x ≥ 0


Computation of Gauss quadrature rule nodes and weights
A weight function is given by a three term recurrence relation.

Computation of Gauss-Radau quadrature rule nodes and weights
A weight function is given by a three term recurrence relation.

Computation of Gauss-Lobatto quadrature rule nodes and weights
A weight function is given by a three term recurrence relation.





 
 
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