Commuting extensions and cubature formulae (Q2580991)

The authors present a new approach to the Gaussian quadrature and a generalization to higher dimensions. The computation of classical 1-dimensional quadrature (nodes and weights) needs to solve the eigenvalues for a certain tridiagonal matrix. The authors propose an analogical method for computing \(d\,\)-dimensional cubature formulae by constructing \(d\,\) matrices (with tridiagonal block structure in a suitable basis), extending these to certain mutually ``commuting'' matrices and then by solving the eigenproblem for these ``commuting'' matrices. The main result is the proof of the correspondence between cubature nodes and joint eigenvalues of ``commuting'' extensions satisfying the compability condition (certain zero blocks in the extension matrices). Open questions including the existence and expected size of commuting extensions are given. Some numerical methods for computing ``commuting'' extensions are briefly mentioned.