Calculation of Gauss-Kronrod quadrature rules
| Author(s) : | Dirk P. Laurie, |
| Publisher : | N/A |
| Publication Date : | 1997 |
| ISSN : | N/A |
| 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., |