Some new applications of truncated Gauss-Laguerre quadrature formulas (Q1014760): Difference between revisions

A special class of rules called ``truncated Gauss-Laguerre quadrature formulas'' were introduced by the authors in [J. Comput. Appl. Math. 117, No. 2, 175--181 (2000), erratum 131, No. 1--2, 505 (2001; Zbl 1019.65022)]. The word truncation here means that not all the quadrature nodes \(x_{m,i}\), \(i=1,\dots,m\), are used but only those which satisfy \(x_{m,i}\leq 4\theta m\), where \(0<\theta <1\). It is shown how the truncation strategy can be made effective when the integrand decays, together with its derivatives, algebraically to zero at infinity. The technique they apply consists of a change of variable that speeds up the decay to zero of the new integrand. This method is used to construct efficient Nyström interpolants, to solve integral equations with rational kernels. The performance of this approach is compared with a similar method developed by \textit{W. Gautschi} [BIT 31, No. 3, 438--446 (1991; Zbl 0734.65007)].