Gaussian quadrature formulas and Laguerre-Perron's equation

DOI10.1007/BF02936566MaRDI QIDQ2386809zbMATH OpenOpenAlexFDO

Authors L. Touijrat, Said El Hajji

Publication date 25 August 2005

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02936566

zbMATH Keywords

Gauss-Christoffel formulaJacobi matrixLaguerre-Perron's equationsemiclassical orthogonal polynomialsthree-term recurrence relationweight function

Mathematics Subject Classification ID

Basic orthogonal polynomials and functions (Askey-Wilson polynomials, etc.) (33D45) Approximate quadratures (41A55) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Numerical integration (65D30)

Review text

As it is well known, given a general weight function \(w(t)\) on the interval \([a,b]\) of the real line, the construction of a sequence of orthogonal polynomials for \(w(t)\) is based upon the three-term recurrence relation satisfied by this sequence. The effective numerical computation of the coefficients in the three-term recurrence relation has been extensively considered in the last decades and a wide range of algorithms have appeared in the recent literature. In this survey, an algorithm valid for weight functions giving rise to the so-called ``semiclassical orthogonal polynomials is presented. As an application, some numerical examples involving the approximate calculation of weighted integrals by means of the corresponding Gauss-Christoffel quadrature formulas when taking as a weight function \(w(t)= \exp(-t^2)\) on \([0,1]\), are given.

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Cited in

(11)

• Some new applications of truncated Gauss-Laguerre quadrature formulas
• Computing the coefficients of a recurrence formula for numerical integration by moments and modified moments
• Abscissae and weights for the Gauss-Laguerre quadrature formula
• Weighted integration of periodic functions on the real line.
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• Gauss Quadratures: An Inverse Problem
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• scientific article; zbMATH DE number 811998 (Why is no real title available?)
• Anti-Gaussian quadrature formulas
• scientific article; zbMATH DE number 1404578 (Why is no real title available?)
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