On computing rational Gauss-Chebyshev quadrature formulas

Van Deun, Joris; Bultheel, Adhemar; González Vera, Pablo

doi:10.1090/S0025-5718-05-01774-6

On computing rational Gauss-Chebyshev quadrature formulas
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by Joris Van Deun, Adhemar Bultheel and Pablo González Vera PDF

Math. Comp. 75 (2006), 307-326 Request permission

Abstract:

We provide an algorithm to compute the nodes and weights for Gauss-Chebyshev quadrature formulas integrating exactly in spaces of rational functions with arbitrary real poles outside $[-1,1]$. Contrary to existing rational quadrature formulas, the computational effort is very low, even for extremely high degrees, and under certain conditions on the poles it can be shown that the complexity is of order $O(n)$. This method is based on the derivation of explicit expressions for Chebyshev orthogonal rational functions, which are (thus far) the only examples of explicitly known orthogonal rational functions on $[-1,1]$ with arbitrary real poles outside this interval.

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