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Gauss quadrature

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1: 3.5 Quadrature
§3.5(v) Gauss Quadrature
Table 3.5.5: Nodes and weights for the 80-point Gauss–Legendre formula.
± x k w k
Table 3.5.9: Nodes and weights for the 20-point Gauss–Laguerre formula.
x k w k
Table 3.5.13: Nodes and weights for the 20-point Gauss–Hermite formula.
± x k w k
Table 3.5.17: Nodes and weights for the 20-point Gauss formula for the logarithmic weight function.
x k w k
2: Bibliography G
  • M. J. Gander and A. H. Karp (2001) Stable computation of high order Gauss quadrature rules using discretization for measures in radiation transfer. J. Quant. Spectrosc. Radiat. Transfer 68 (2), pp. 213–223.
  • W. Gautschi (1994) Algorithm 726: ORTHPOL — a package of routines for generating orthogonal polynomials and Gauss-type quadrature rules. ACM Trans. Math. Software 20 (1), pp. 21–62.
  • W. Gautschi (1968) Construction of Gauss-Christoffel quadrature formulas. Math. Comp. 22, pp. 251–270.
  • W. Gautschi (2002b) Gauss quadrature approximations to hypergeometric and confluent hypergeometric functions. J. Comput. Appl. Math. 139 (1), pp. 173–187.
  • G. H. Golub and J. H. Welsch (1969) Calculation of Gauss quadrature rules. Math. Comp. 23 (106), pp. 221–230.
  • 3: 15.19 Methods of Computation
    Gauss quadrature approximations are discussed in Gautschi (2002b). …
    4: 13.29 Methods of Computation
    Gauss quadrature methods are discussed in Gautschi (2002b). …
    5: Bibliography T
  • L. N. Trefethen (2008) Is Gauss quadrature better than Clenshaw-Curtis?. SIAM Rev. 50 (1), pp. 67–87.
  • 6: 3.2 Linear Algebra
    Lanczos’ method is related to Gauss quadrature considered in §3.5(v). …
    7: 9.17 Methods of Computation
    The second method is to apply generalized Gauss–Laguerre quadrature3.5(v)) to the integral (9.5.8). …
    8: 10.74 Methods of Computation
    For applications of generalized Gauss–Laguerre quadrature3.5(v)) to the evaluation of the modified Bessel functions K ν ( z ) for 0 < ν < 1 and 0 < x < see Gautschi (2002a). …
    9: 18.2 General Orthogonal Polynomials
    For usage of the zeros of an OP in Gauss quadrature see §3.5(v). …
    10: 18.3 Definitions
    Formula (18.3.1) can be understood as a Gauss-Chebyshev quadrature, see (3.5.22), (3.5.23). …