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Calculation of Gauss quadrature rules

✍ Scribed by Golub, Gene H.; Welsch, John H.

Book ID
115489795
Publisher
American Mathematical Society
Year
1969
Tongue
English
Weight
853 KB
Volume
23
Category
Article
ISSN
0025-5718

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The existence and uniqueness of the Gaussian interval quadrature formula with respect to the Hermite weight function on R is proved. Similar results have been recently obtained for the Jacobi weight on [-1, 1] and for the generalized Laguerre weight on [0, +∞). Numerical construction of the Gauss-He