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GaussianQuadratureWeights


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 .

attempts to give a result with prec digits of precision.
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  • 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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