The numerical evaluation of the error term in a quadrature formula of Clenshaw-Curtis type for the Gegenbauer weight function (Q657883)

The authors consider a method for the numerical evaluation of integrals of the form \[ I^{(\lambda)}(f)=\int_{-1}^{1}(1-x^2)^{\lambda-\frac{1}{2}}f(x)dx,\,\,\lambda>-\frac{1}{2}, \] where the function \(f\) is assumed to be analytic over some region of the complex plane containing the interval \([-1,1]\) in its interior. The method is illustrated by an example in the last part of the paper.