Noniterative computation of Gauss-Jacobi quadrature

DOI10.1137/18M1179006MaRDI QIDQ4628398zbMATH OpenOpenAlexWikidataFDO

Authors Amparo Gil, Javier Segura, Nico M. Temme

Publication date 13 March 2019

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.07076

zbMATH Keywords

asymptotic expansionsGaussian quadraturesJacobi polynomials

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Computation of special functions and constants, construction of tables (65D20) Numerical quadrature and cubature formulas (65D32)

Abstract: Asymptotic approximations to the zeros of Jacobi polynomials are given, with methods to obtain the coefficients in the expansions. These approximations can be used as standalone methods for the non-iterative computation of the nodes of Gauss--Jacobi quadratures of high degree ($nge100$). We also provide asymptotic approximations for functions related to the first order derivative of Jacobi polynomials which are used for computing the weights of the Gauss--Jacobi quadrature. The performance of the asymptotic approximations is illustrated with numerical examples, and it is shown that nearly double precision relative accuracy is obtained both for the nodes and the weights when $nge100$ and $$. For smaller degrees the approximations are also useful as they provide $10^{-12}$ relative accuracy for the nodes when $nge20$, and just one Newton step would be sufficient to guarantee double precision accuracy in that cases.

Recommendations

• Asymptotic expansions of Jacobi polynomials and of the nodes and weights of Gauss-Jacobi quadrature for large degree and parameters in terms of elementary functions
• Asymptotic approximations to the nodes and weights of Gauss-Hermite and Gauss-Laguerre quadratures
• Fast and reliable high-accuracy computation of Gauss-Jacobi quadrature
• Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights
• Iteration-free computation of Gauss-Legendre quadrature nodes and weights

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Cited in

(17)

• The Lanczos algorithm and complex Gauss quadrature
• Fast and reliable high-accuracy computation of Gauss-Jacobi quadrature
• Asymptotic expansions of Jacobi polynomials and of the nodes and weights of Gauss-Jacobi quadrature for large degree and parameters in terms of elementary functions
• Fast, reliable and unrestricted iterative computation of Gauss-Hermite and Gauss-Laguerre quadratures
• Asymptotic computation of classical orthogonal polynomials
• Quadrature processes for efficient calculation of the Clausen functions
• Iteration-free computation of Gauss-Legendre quadrature nodes and weights
• Construction and implementation of asymptotic expansions for Jacobi-type orthogonal polynomials
• A non-Jacobian numerical quadrature for semi-infinite integrals
• scientific article; zbMATH DE number 4054239 (Why is no real title available?)
• Asymptotic approximations to the nodes and weights of Gauss-Hermite and Gauss-Laguerre quadratures
• scientific article; zbMATH DE number 4001309 (Why is no real title available?)
• Fast and accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights
• Fast algorithms using orthogonal polynomials
• High-order asymptotic expansions of Gaussian quadrature rules with classical and generalized weight functions
• Uniform relations between the Gauss-Legendre nodes and weights
• Fast and accurate computation of classical Gaussian quadratures

Describes a project that uses

Uses Software

• FastGaussQuadrature
• LaguerrePol
• DLMF

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