GaussianQuadratureWeights

GaussianQuadratureWeights[n,a,b]
gives a list of the n pairs of the elementary n-point Gaussian formula for quadrature on the interval a to b, where is the weight of the abscissa .

GaussianQuadratureWeights[n,a,b,prec]
attempts to give a result with prec digits of precision.

DetailsDetails

  • To use GaussianQuadratureWeights, you first need to load the Numerical Differential Equation Analysis Package using Needs["NumericalDifferentialEquationAnalysis`"].
  • Gaussian quadrature approximates the value of an integral as a linear combination of values of the integrand evaluated at optimal abscissas : .
  • The abscissas are optimal in the sense that the quadrature formula is exact for all polynomials up to degree .
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