Error bounds for Gauss-type quadratures with Bernstein-Szegő weights (Q398601)

The author presents error bounds for a Gauss-type quadrature of the integral \[ \int_{-1}^1 f(t)\,w(t)\,dt\,, \] where \(f\) is an analytic function inside an elliptical contour with foci at \(\mp 1\) and where \(w\) is a nonnegative weight function of Bernstein-Szegö type. In numerical experiments, the quality of the derived error bounds is compared with known error bounds.