Laurent-Hermite-Gauss quadrature (Q1298403)

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Laurent-Hermite-Gauss quadrature
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    Laurent-Hermite-Gauss quadrature (English)
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    27 November 2000
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    The author extends his previous result on \((2n)\)-point Laurent-Hermite-Gauss quadrature formula based on a two parameter family of transformations taking systems of orthogonal polynomials to systems of orthogonal Laurent polynomials. It is shown the adventage in speed of convergence of this formula with respect to classical quadrature for certain integrands.
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    quadrature
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    Laurent polynomials
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