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Calculation of Gauss–Kronrod Quadrature Rules (1997)
by
Dirk P. Laurie
| Venue: | Mathematics of Computation |
| Citations: | 19 - 0 self |
BibTeX
@ARTICLE{Laurie97calculationof,
author = {Dirk P. Laurie},
title = {Calculation of Gauss–Kronrod Quadrature Rules},
journal = {Mathematics of Computation},
year = {1997},
pages = {1133--1145}
}
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Abstract
Abstract. The Jacobi matrix of the (2n+1)-point Gauss-Kronrod quadrature rule for a given measure is calculated efficiently by a five-term recurrence relation. The algorithm uses only rational operations and is therefore also useful for obtaining the Jacobi-Kronrod matrix analytically. The nodes and weights can then be computed directly by standard software for Gaussian quadrature formulas. 1.
