A new numerical quadrature formula on the unit circle (Q2454750)

Bernstein-Szegö measures are important measures on the unit circle \({\mathbb T}\) such that the corresponding monic orthogonal polynomials follow in a simple way. In this paper, the authors construct a new quadrature formula for a Bernstein-Szegö measure which uses as nodes the zeros of an orthogonal polynomial of fixed degree and which is exact for all polynomials. Since a measure supported on \({\mathbb T}\) can be approximated by Bernstein-Szegö measures, this method is a useful tool for computing integrals for general measures on \({\mathbb T}\). Some numerical examples are given.