Convergence and computation of simultaneous rational quadrature formulas (Q878046)

An algorithm is given for simultaneous quadrature of a given function \(f(x)\) on \([a,b]\) with respect to several measures \(I_i= \int^b_a f(x)w_i(x)\,d\sigma(x)\), \(i= 1,2,\dots, n\), when \(f(x)\) is meromorphic on \(V\), \(V\setminus[a,b]\). This extends results by the authors where \(f(x)\) was assumed analytic in \(V\) [\textit{U. Fidalgo Prieto}, \textit{J. Illán} and \textit{G. López Lagomasimo}, J. Approximation Theory 126, No. 2, 171--197 (2004; Zbl 1065.42019)]. The algorithm employs a common set of nodes and is exact for certain rational functions. Simultaneous Hermite-Padé approximation is employed. Results for two test problems are given, \(n= 3\), and compared with ones obtained by \textit{W. Gautschi} [ACM Trans. Math. Softw. 25, No. 2, 213--239 (1999; Zbl 0961.65019)].