Summary
Algorithms are derived for the evaluation of Gauss knots in the presence of fixed knots by modification of the Jacobi matrix for the weight function of the integral. Simple Gauss knots are obtained as eigenvalues of symmetric tridiagonal matrices and a rapidly converging simple iterative process, based on the merging of free and fixed knots, of quadratic convergence is presented for multiple Gauss knots. The procedures also allow for the evaluation of the weights of the quadrature corresponding to the simple Gauss knots. A new characterization of simple Gauss knots as a solution of a partial inverse eigenvalue problem is derived.
Similar content being viewed by others
References
Galant, D.: An implementation of Christoffel's theorem in the theory of orthogonal polynomials. Math. Comput.25, 111–113 (1971)
Gautschi, W.: On generating Gaussian quadrature rules. In: Numerische Integration, ISNM 45, Hämmerlin, G. (ed.), Birkhäuser, Basel, pp. 147–154, 1979
Gautschi, W.: A survey of Gauss-Christoffel quadrature formulae. In: Christoffel, E.B.: The Influence of his work on Mathematics and the Physical Sciences, Butzer, P.L., Fehér, F. (eds.), Birkhäuser, Basel, pp. 72–147, 1981
Golub, G.H., Welsch, J.H.: Calculation of Gauss Quadrature Rules. Math. Comput.23, 221–230 (1969)
Golub, G.H.: Some modified matrix eigenvalue problems. SIAM Rev.15, 318–334 (1973)
Kautsky, J.: Matrices related to interpolatory quadratures. Numer. Math.36, 309–318 (1981)
Kautsky, J., Elhay, S.: Calculation of the weights of interpolatory quadratures. Numer. Math.40, 407–422 (1982)
Kautsky, J., Golub, G.H.: Evaluation of Jacobi matrices. Report, School of Mathematical Sciences, Flinders University of South Australia, 1982
Martin, R.S., Wilkinson, J.H.: The ImplicitQL Algorithm. Numer. Math.12, 277–383 (1968)
Stancu, D.D.: Sur quelques formules generales de quadrature du type Gauss-Christoffel. Mathematica (Cluj)1 (24), 167–182 (1959)
Stancu, D.D., Stroud, A.H.: Quadrature formulas with simple Gaussian nodes and multiple fixed nodes. Math. Comput.17, 384–394 (1963)
Stroud, A.H., Stancu, D.D.: Quadrature formulas with multiple Gaussian nodes. SIAM J. Numer. Anal. Series B2, 129–143 (1965)
Turán, P.: On the theory of the mechanical quadrature. Acta Sci. Math. (Szeged)12, 30–37 (1950)
Wilf, H.S.: Mathematics for the Physical Sciences. (Chapter 2). New York: Wiley, 1962
Wilkinson, J.H.: The Algebraic Eigenvalue Problem. Oxford: Clarendon Press, 1965
Author information
Authors and Affiliations
Additional information
Supported in part by the United States Department of Energy contract DE-AT-03-ER71030 and in part by the National Science Foundation grant MCS-78-11985
Rights and permissions
About this article
Cite this article
Golub, G.H., Kautsky, J. Calculation of Gauss quadratures with multiple free and fixed knots. Numer. Math. 41, 147–163 (1983). https://doi.org/10.1007/BF01390210
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01390210