An application of Szegő polynomials to the computation of certain weighted integrals on the real line (Q1039272)

The authors present a method for the numerical approximation of weighted integrals of periodic functions over unbounded subintervals of the real line. The approach is based on transforming the interval of integration to the unit circle in the complex plane, followed by a standard quadrature technique based either on Szegő polynomials or on interpolatory polynomials on this new domain. A brief error analysis is provided as well as some numerical examples.