Quadrature rules based on partial fraction expansions

Quadrature rules are typically derived by requiring that all polynomials of a certain degree be integrated exactly. The nonstandard issue discussed here is the requirement that, in addition to the polynomials, the rule also integrates a set of prescribed rational functions exactly. Recurrence formulas for computing such quadrature rules are derived. In addition, Fejér's first rule, which is based on polynomial interpolation at Chebyshev nodes, is extended to integrate also rational functions with pre-assigned poles exactly. Numerical results, showing a favorable comparison with similar rules that have been proposed in the literature, are presented. An error analysis of a representative test problem is given. This revised version was published online in June 2006 with corrections to the Cover Date.