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Mathematics of Computation

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Numerical construction of Gaussian quadrature formulas for $ \int \sb{0}\sp{1}(-{\rm Log}\ x)\cdot x\sp{\alpha }\cdot f(x)\cdot dx$ and $ \int \sb{0}\sp{\infty } E\sb{m}(x)\cdot f(x)\cdot dx$

Author: Bernard Danloy
Journal: Math. Comp. 27 (1973), 861-869
MSC: Primary 65D30
MathSciNet review: 0331730
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Abstract: Most nonclassical Gaussian quadrature rules are difficult to construct because of the loss of significant digits during the generation of the associated orthogonal polynomials. But, in some particular cases, it is possible to develop stable algorithms. This is true for at least two well-known integrals, namely

$\displaystyle \int_0^1 { - ({\operatorname{Log}}\;x) \cdot {x^\alpha } \cdot f(... ...cdot dx\quad {\text{and}}\quad \int_0^\infty {{E_m}(x) \cdot f(x) \cdot } dx.} $

A new approach is presented, which makes use of known classical Gaussian quadratures and is remarkably well-conditioned since the generation of the orthogonal polynomials requires only the computation of discrete sums of positive quantities. Finally, some numerical results are given.

References [Enhancements On Off] (What's this?)

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Keywords: Gaussian quadrature rules, numerical condition, orthogonal polynomials
Article copyright: © Copyright 1973 American Mathematical Society

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