\(d\)-fold Hermite-Gauss quadrature (Q5948566)

Systems of orthogonal rational functions are constructed from systems of orthogonal polynomials and explicating the \((2^dn)\)-point \(d\)-fold Hermite-Gauss quadrature formula \[ \int_{-\infty}^\infty f(x)\exp\bigl(-[v^{[d](\gamma,\lambda)}(x)]^2\bigr) dx= \sum_{k=1}^{2^dn}f\bigl(h^{(\gamma,\lambda)}_{d,n,k}\bigr)H^{(\gamma,\lambda)}_{d,n,k}+E^{(\gamma,\lambda)}_{d,n}[f(x)] \] with parameters \(\gamma,\lambda>0\), where \(v^{[d](\gamma,\lambda)}(x)\) is the \(d\)-fold composition of \(v^{[d](\gamma,\lambda)}(x)=(1/\lambda)(x-\gamma/x)\) and where the abscissas \(h^{(\gamma,\lambda)}_{d,n,k}\) and the weight \(H^{(\gamma,\lambda)}_{d,n,k}\) are given recusively in terms of the abscissas and weights associated with the classical Hermite-Gauss quadrature. Error analysis, tables of numerical values for nodes, and examples and comparisons are included. These results extend those presented by \textit{P. E. Gaustafon} and \textit{B. A. Hagler} [J. Comput. Appl. Math. 105, No. 1-2, 317-326 (1999; Zbl 0949.65019)]; by \textit{B. A. Hagler} [Ph. D. Thesis, University of Colorada (1997) and ibid. 104, No. 2, 163-171 (1999; Zbl 0949.41020)]; and by \textit{B. A. Hagler, W. B. Jones}, and \textit{W. J. Thorn} [Lect. Notes Pure Appl. Math. 199, 187-208 (1998; Zbl 0932.33005)].