Clenshaw–Curtis
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1: 3.5 Quadrature
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►If we add and to this set of , then the resulting closed formula is the frequently-used Clenshaw–Curtis formula, whose weights are positive and given by
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►For detailed comparisons of the Clenshaw–Curtis formula with Gauss quadrature (§3.5(v)), see Trefethen (2008, 2011).
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►A comparison of several methods, including an extension of the Clenshaw–Curtis formula (§3.5(iv)), is given in Evans and Webster (1999).
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2: Bibliography T
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Is Gauss quadrature better than Clenshaw-Curtis?.
SIAM Rev. 50 (1), pp. 67–87.
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3: Bibliography P
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Modified Clenshaw-Curtis method for the computation of Bessel function integrals.
BIT 23 (3), pp. 370–381.
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4: Bibliography W
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Fast construction of the Fejér and Clenshaw-Curtis quadrature rules.
BIT 46 (1), pp. 195–202.
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5: Bibliography C
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A method for numerical integration on an automatic copmputer.
Numer. Math. 2 (4), pp. 197–205.
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