Computation of Gauss-type quadrature formulas (Q5929298)

This paper surveys methods of computing formulas from recursion coefficients and methods of obtaining recursion coefficients and their modification for Gauss-type formulas. The discussion includes obtaining recursion coefficients via quadrature and from modified moments. A main tool for obtaining Gauss-type quadratures is to establish the recursion coefficients for the system of orthogonal polynomials that are generated by the quadrature formula itself. Radau, Lobatto, anti-Gaussian, and Kronrod are Gauss-type quadratures briefly discussed in the present context. \textit{W. Gautschi's} ORTHOPOL [ACM Trans. Math. Software 20, No. 1, 21-62 (1994; Zbl 0888.65013)] and other relevant software packages are mentioned. The paper concludes with existence and accuracy questions in connection with three-term and two-term coefficients. Almost 50 references reflect the present state of the art.