ORA Technical report: "Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights" - uuid:3b7a2384-7d36-4b23-badc-8f988197e529

Technical report

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Reference: Nicholas Hale and Alex Townsend, (2012). Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights. Unspecified.

Citable link to this page: http://ora.ox.ac.uk/objects/uuid:3b7a2384-7d36-4b23-badc-8f988197e529
 
Title: Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights

Abstract: An efficient algorithm for the accurate computation of Gauss–Legendre and Gauss–Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton’s root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The $n$-point quadrature rule is computed in $O(n)$ operations to an accuracy of essentially double precision for any $n \geq 100$.


About The Authors
Nicholas Hale More by this author
 
Alex Townsend More by this author
 
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Issue Date: 2012-08
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Urn: uuid:3b7a2384-7d36-4b23-badc-8f988197e529
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Type: Technical Report;
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Member of collection : ora:general
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