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An upper bound for the Gauss-Legendre quadrature error for analytic functions

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Abstract

We improve an upper bound for the error of the Gauss-Legendre quadrature for analytic functions previously given by Chawla and Jain.

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References

  1. M. M. Chawla and M. K. Jain,Error estimates for Gauss quadrature formulas for analytic functions, Math. Comp., 22 (1968), 82–90.

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  2. P. J. Davis,Interpolation and Approximation, Blaisdell, New York (1963).

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  3. P. J. Davis and P. Rabinowitz,Methods of Numerical Integration, Academic Press (1975).

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Charles Chen, T.H. An upper bound for the Gauss-Legendre quadrature error for analytic functions. BIT 22, 530–532 (1982). https://doi.org/10.1007/BF01934416

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  • DOI: https://doi.org/10.1007/BF01934416

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