Discrete least squares and quadrature formulas
Author:
M. Wayne Wilson
Journal:
Math. Comp. 24 (1970), 271-282
MSC:
Primary 65.55
DOI:
https://doi.org/10.1090/S0025-5718-1970-0275677-3
MathSciNet review:
0275677
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
Abstract: The purpose of this paper is two-fold. Firstly, we explore some of the intimate connections between discrete least squares processes and quadratures. Secondly, we present an algorithm to construct Gauss-type integration formulas, and consider briefly the method proposed by Gautschi [2].
- Philip J. Davis, Interpolation and approximation, Blaisdell Publishing Co. Ginn and Co. New York-Toronto-London, 1963. MR 0157156
- Walter Gautschi, Construction of Gauss-Christoffel quadrature formulas, Math. Comp. 22 (1968), 251–270. MR 228171, DOI https://doi.org/10.1090/S0025-5718-1968-0228171-0 W. Gautschi, "Algorithm, Gaussian quadrature formulas," Comm. ACM, v. 11, 1968, pp. 432–436.
- A. H. Stroud and Don Secrest, Gaussian quadrature formulas, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1966. MR 0202312
- George W. Struble, Orthogonal polynomials: Variable-signed weight functions, Numer. Math. 5 (1963), 88–94. MR 154393, DOI https://doi.org/10.1007/BF01385881
- Gabor Szegö, Orthogonal polynomials, American Mathematical Society Colloquium Publications, Vol. 23, American Mathematical Society, Providence, R.I., 1959. Revised ed. MR 0106295
- Angus E. Taylor, Introduction to functional analysis, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1958. MR 0098966
- Vladimir Tchakaloff, Formules de cubatures mécaniques à coefficients non négatifs, Bull. Sci. Math. (2) 81 (1957), 123–134 (French). MR 94632 M. W. Wilson, Geometrie Aspects of Quadratures with Non-Negative Weights, Ph.D. Thesis, Brown University, Providence, R. I., 1969.
- M. Wayne Wilson, Necessary and sufficient conditions for equidistant quadrature formula, SIAM J. Numer. Anal. 7 (1970), 134–141. MR 282530, DOI https://doi.org/10.1137/0707009
- M. Wayne Wilson, A general algorithm for nonnegative quadrature formulas, Math. Comp. 23 (1969), 253–258. MR 242374, DOI https://doi.org/10.1090/S0025-5718-1969-0242374-1
Retrieve articles in Mathematics of Computation with MSC: 65.55
Retrieve articles in all journals with MSC: 65.55
Additional Information
Keywords:
Discrete inner product,
discrete least squares,
least squares approximations,
numerical integration,
Gaussian integration,
orthogonal polynomials,
construction of inner products,
construction of orthogonal polynomials
Article copyright:
© Copyright 1970
American Mathematical Society