Symmetric Gauss–Lobatto and Modified Anti-Gauss Rules |
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Authors: | Daniela Calvetti Lothar Reichel |
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Affiliation: | (1) Department of Mathematics, Case Western Reserve University, Cleveland, OH 44106, USA;(2) Department of Mathematical Sciences, Kent State University, Kent, OH 44242, USA |
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Abstract: | The present paper is concerned with symmetric Gauss–Lobatto quadrature rules, i.e., with Gauss–Lobatto rules associated with a nonnegative symmetric measure on the real axis. We propose a modification of the anti-Gauss quadrature rules recently introduced by Laurie, and show that the symmetric Gauss–Lobatto rules are modified anti-Gauss rules. It follows that for many integrands, symmetric Gauss quadrature rules and symmetric Gauss–Lobatto rules give quadrature errors of opposite sign. |
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Keywords: | Gauss quadrature error estimation |
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