Automatic quadrature on Chebyshev points (Q1108736)

The authors combine three integration schemes which are all based on Chebyshev nodes (i.e. zeros of Chebyshev polynomials) to form a new (non- adaptive) integration scheme. The three employed schemes are the Clenshaw-Curtis scheme, the Fejér first rule and a special Romberg scheme which in cases of non smooth integrands is correspondingly modified. The authors report on a large number of experiments involving four classes of integrands: smooth, singular, peaked, oscillating. They report by means of tables on the number of successes and on the mean number of function evaluations with respect to a given accuracy and compare the newly developed method with three existing schemes. In particular for oscillating integrands the presented method scores better than the three chosen competitors. The list of references contains 16 non alphabetically ordered entries.