Generalized eigenvalue methods for Gaussian quadrature rules

DOI10.5802/AHL.62MaRDI QIDQ2220247zbMATH OpenOpenAlexFDO

Authors Grigoriy Blekherman, Mario Kummer, Cordian Riener, Markus Schweighofer, Cynthia Vinzant

Publication date 22 January 2021

Published in Annales Henri Lebesgue (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1805.12047

zbMATH Keywords

Gaussian quadraturegeneralized eigenvalue problemplane curves

Mathematics Subject Classification ID

Plane and space curves (14H50) Matrix pencils (15A22) Numerical quadrature and cubature formulas (65D32)

Abstract: A quadrature rule of a measure $mu$ on the real line represents a convex combination of finitely many evaluations at points, called nodes, that agrees with integration against $mu$ for all polynomials up to some fixed degree. In this paper, we present a bivariate polynomial whose roots parametrize the nodes of minimal quadrature rules for measures on the real line. We give two symmetric determinantal formulas for this polynomial, which translate the problem of finding the nodes to solving a generalized eigenvalue problem.

Recommendations

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Cites work

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Cited in

(8)

• Generalized block anti-Gauss quadrature rules
• Generalized Clenshaw-Curtis quadrature rule with application to a collocation least-squares method
• Structured eigenvalue problems for rational Gauss quadrature
• Determination of nodes in numerical integration rules using difference equation
• Galerkin eigenvector approximations
• Matricial Gaussian quadrature rules: nonsingular case
• The truncated univariate rational moment problem
• Quadrature rules with few nodes supported on algebraic curves

Describes a project that uses

Uses Software

• JDQR
• JDQZ

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