Accurate computation of weights in classical Gauss-Christoffel quadrature rules (Q675173)

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Accurate computation of weights in classical Gauss-Christoffel quadrature rules
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    Accurate computation of weights in classical Gauss-Christoffel quadrature rules (English)
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    4 August 1997
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    It is known that the Gaussian quadrature formula was extended by E. B. Christoffel by introducing preassigned nodes. Such quadrature rules are usually called Gauss-Christoffel quadrature rules. More general such rules were investigated in the referee's papers [Commun. Acad. Republ. Popul. Romine 8, 349-358 (1958; Zbl 0113.11201) and Mathematica, Cluj 1, 167-182 (1959; Zbl 0094.11503)] by considering multiple Gaussian nodes and multiple preassigned nodes. Such quadratures rules are called general Gauss-Christoffel formulas. In this paper the author is concerned with a general method for improving the accuracy of the computation of the quadrature weights in the case of Gauss-Legendre, Hermite and Laguerre rules, as well in the case of Gauss-Lobatto rule. We mention that such results were obtained in an old paper by \textit{D. D. Stancu} and \textit{A. H. Stroud} [Math. Comput. 17, 384-394 (1963; Zbl 0233.65013)].
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    improved quadrature weights
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    Radau quadratures
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    Gauss-Christoffel quadrature rules
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    Laguerre rules
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    Gauss-Lobatto rule
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