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Search options not deleted user 171738
2 votes
1 answer
868 views

Error in Gauss-Laguerre numerical quadrature scheme

The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0 ; \infty[$ by a finite sum, according to: $$ \int _0 ^{+ \infty} …
MathTolliob's user avatar
0 votes
1 answer
391 views

Gaussian quadrature, with no exact result over polynomial, but on inverse functions

Generally, a Gaussian quadrature of degree $n$ over an interval $I$ is defined so that it integrates exactly polynomials up to degree $2n - 1$. The main tool are the orthogonal polynomials. When $I$ i …
MathTolliob's user avatar
1 vote

Gaussian quadrature, with no exact result over polynomial, but on inverse functions

The book Stroud A. H., Secrest D., "Gaussian Quadrature Formulas". Prentice-Hall, Englewood Cliffs, N.J., 1966 gives some answer to my question. See Section 3.2.2 "Finite to semi-infinite segment", …
MathTolliob's user avatar
1 vote
0 answers
90 views

Explicit growth rate estimation of Gauss-Laguerre quadrature

The $n$-th Gauss-Laguerre quadrature scheme aims to approximate integral of exponentially decreassing function over $[0;+ \infty[$ by a finite sum, according to: $ \displaystyle { \int _0 ^{+ \infty} …
MathTolliob's user avatar