Seeks to obtain the best numerical estimate of an integral by picking optimal Abscissas at which to evaluate the function . The Fundamental Theorem of Gaussian Quadrature states that the optimal Abscissas of the -point Gaussian Quadrature Formulas are precisely the roots of the orthogonal Polynomial for the same interval and Weighting Function. Gaussian quadrature is optimal because it fits all Polynomials up to degree exactly. Slightly less optimal fits are obtained from Radau Quadrature and Laguerre Quadrature.

Interval | Are Roots Of | |

1 | ||

To determine the weights corresponding to the Gaussian Abscissas, compute a Lagrange Interpolating
Polynomial for by letting

(1) |

(2) |

(3) |

(4) |

with Weight

(5) |

(6) |

(7) |

where

(8) |

(9) |

(10) |

(11) |

Other curious identities are

(12) |

(13) |

In the Notation of Szegö (1975), let
be an ordered set of points in , and let
, ..., be a set of Real Numbers.
If is an arbitrary function on the Closed Interval , write
the Mechanical Quadrature as

(14) |

**References**

Abramowitz, M. and Stegun, C. A. (Eds.).
*Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.*
New York: Dover, pp. 887-888, 1972.

Acton, F. S. *Numerical Methods That Work, 2nd printing.* Washington, DC: Math. Assoc. Amer., p. 103, 1990.

Arfken, G. ``Appendix 2: Gaussian Quadrature.'' *Mathematical Methods for Physicists, 3rd ed.*
Orlando, FL: Academic Press, pp. 968-974, 1985.

Beyer, W. H. *CRC Standard Mathematical Tables, 28th ed.* Boca Raton, FL: CRC Press, p. 461, 1987.

Chandrasekhar, S. *An Introduction to the Study of Stellar Structure.* New York: Dover, 1967.

Hildebrand, F. B. *Introduction to Numerical Analysis.* New York: McGraw-Hill, pp. 319-323, 1956.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Gaussian Quadratures and Orthogonal Polynomials.'' §4.5 in
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 140-155, 1992.

Szegö, G. *Orthogonal Polynomials, 4th ed.* Providence, RI: Amer. Math. Soc., pp. 37-48 and 340-349, 1975.

Whittaker, E. T. and Robinson, G. *The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed.*
New York: Dover, pp. 152-163, 1967.

© 1996-9

1999-05-25