Truncated generalized averaged Gauss quadrature rules

详细信息    查看全文

• 作者：Du&scaron ; an Lj. Djukić^a ; ^{ddjukic@mas.bg.ac.rs" class="auth_mail" title="E-mail the corresponding author} ; Lothar Reichel^b ; ^{reichel@math.kent.edu" class="auth_mail" title="E-mail the corresponding author} ; Miodrag M. Spalević^a ; ^{mspalevic@mas.bg.ac.rs" class="auth_mail" title="E-mail the corresponding author}
• 关键词：primary ; 65D30 ; secondary ; 65D32
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2016
• 出版时间：15 December 2016
• 年：2016
• 卷：308
• 期：Complete
• 页码：408-418
• 全文大小：453 K

文摘

Generalized averaged Gaussian quadrature formulas may yield higher accuracy than Gauss quadrature formulas that use the same moment information. This makes them attractive to use when moments or modified moments are cumbersome to evaluate. However, generalized averaged Gaussian quadrature formulas may have nodes outside the convex hull of the support of the measure defining the associated Gauss rules. It may therefore not be possible to use generalized averaged Gaussian quadrature formulas with integrands that only are defined on the convex hull of the support of the measure. Generalized averaged Gaussian quadrature formulas are determined by symmetric tridiagonal matrices. This paper investigates whether removing some of the last rows and columns of these matrices gives quadrature rules whose nodes live in the convex hull of the support of the measure.