A connection between quadrature formulas on the unit circle and the interval \([-1,1]\) (Q5946088)

A relation was studied between the quadrature formulas by Gauss (approximating integrals \(I_\sigma(F)= \int^{+1}_{-1}F(x) \sigma(x)dx\), on the interval \([-1,1]_\theta)\) and Szegő (approximating integrals \(I_\omega(f)= \int^\pi_{-\pi}\) \(f(e^{i\theta)} \omega(\theta) d\theta\), on the unit circle). The weight \(\sigma(x)\) is positive on \([-1,1]\) and the weight \(\omega (\theta)\) is positive on \([-\pi,\pi]\). An intimate relation was found for the two formulas at \(\omega(\theta) = \sigma(\cos(\theta)|\sin\theta|\). The relation of the two formulas with the Gauss-Lobatto and Gauss-Radau formulas was discussed. Examples are given.