
Given a weight function ω ( x ) \omega (x) on ( α , β ) (\alpha ,\beta ) , and a system of polynomials { p k ( x ) } k = 0 ∞ \left \{ {{p_k}(x)} \right \}_{k = 0}^\infty , with degree p k ( x ) = k {p_k}(x) = k , we consider the problem of constructing Gaussian quadrature rules ∫ α β f ( x ) ω ( x ) d x = ∑ r = 1 n λ r ( n ) f ( ξ r ( n ) ) \int _\alpha ^\beta {f(x)\omega (x)dx = \sum \nolimits _{r = 1}^n {{\lambda _r}^{(n)}f({\xi _r}^{(n)})} } from "modified moments" v k = ∫ α β p k ( x ) ω ( x ) d x {v_k} = \int _\alpha ^\beta {{p_k}(x)\omega (x)dx} . Classical procedures take p k ( x ) = x k {p_k}(x) = {x^k} , but suffer from progressive ill-conditioning as n n increases. A more recent procedure, due to Sack and Donovan, takes for { p k ( x ) } \{ {p_k}(x)\} a system of (classical) orthogonal polynomials. The problem is then remarkably well-conditioned, at least for finite intervals [ α , β ] [\alpha ,\beta ] . In support of this observation, we obtain upper bounds for the respective asymptotic condition number. In special cases, these bounds grow like a fixed power of n n . We also derive an algorithm for solving the problem considered, which generalizes one due to Golub and Welsch. Finally, some numerical examples are presented.
algorithm, generalized moments, Gaussian quadrature, Numerical quadrature and cubature formulas
algorithm, generalized moments, Gaussian quadrature, Numerical quadrature and cubature formulas
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