Product integration based on Hermite-Fejér interpolation (Q1262695)

The purpose of this paper is to study the product integration rules based on generalized Hermite-Fejér interpolation polynomials. Several algorithms for implementing this method are developed by using modified moments. Convergence results are proved and very interesting comparisons are made between this new approach and the classical approach based on Lagrange interpolation polynomials. Indeed, it turns out that integration rules based on Hermite-Fejér interpolation converge in more cases but, in general, more slowly than those based on Lagrange interpolation, when the latter converge.