Szego-Lobatto quadrature rules

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:200

Article

Jagels, Carl ; Reichel, Lothar

关键词: Gauss-Szego quadrature rule;    Lobatto ruled periodic function;    Szego polynomial;    Szego quadrature rule;   

DOI  :  10.1016/j.cam.2005.12.009

来源: Elsevier

【 摘 要 】

Gauss-type quadrature rules with one or two prescribed nodes are well known and are commonly referred to as Gauss-Radau and Gauss-Lobatto quadrature rules, respectively. Efficient algorithms are available for their computation. Szego quadrature rules are analogs of Gauss quadrature rules for the integration of periodic functions they integrate exactly trigonometric polynomials of as high degree as possible. Szego quadrature rules have a free parameter, which can be used to prescribe one node. This paper discusses an analog of Gauss-Lobatto rules, i.e., Szego quadrature rules with two prescribed nodes. We refer to these rules as Szego-Lobatto rules. Their properties as well as numerical methods for their computation are discussed. (c) 2006 Elsevier B.V. All rights reserved.

【 授权许可】

Free