The tag has no usage guidance.

learn more… | top users | synonyms

10
votes
2answers
359 views

Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscisas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it, ...
4
votes
1answer
86 views

Symmetric matrix formula for Gaus-Legendre quadrature

While searching the web, I came across the following algorithm for the Gaus-Legendre quadrature. I wasn't able to find a reference or a proof of my own as to why it works. I'll present it, and the ...