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Clenshaw–Curtis

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1: 3.5 Quadrature
If we add 1 and 1 to this set of x k , then the resulting closed formula is the frequently-used ClenshawCurtis formula, whose weights are positive and given by … For detailed comparisons of the ClenshawCurtis formula with Gauss quadrature (§3.5(v)), see Trefethen (2008, 2011). … A comparison of several methods, including an extension of the ClenshawCurtis formula (§3.5(iv)), is given in Evans and Webster (1999). …
2: Bibliography T
  • L. N. Trefethen (2008) Is Gauss quadrature better than Clenshaw-Curtis?. SIAM Rev. 50 (1), pp. 67–87.
  • 3: Bibliography P
  • R. Piessens and M. Branders (1983) Modified Clenshaw-Curtis method for the computation of Bessel function integrals. BIT 23 (3), pp. 370–381.
  • 4: Bibliography W
  • J. Waldvogel (2006) Fast construction of the Fejér and Clenshaw-Curtis quadrature rules. BIT 46 (1), pp. 195–202.
  • 5: Bibliography C
  • C. W. Clenshaw and A. R. Curtis (1960) A method for numerical integration on an automatic copmputer. Numer. Math. 2 (4), pp. 197–205.