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How and how not to check Gaussian quadrature formulae
Authors:Walter Gautschi
Affiliation:(1) Department of Computer Sciences, Purdue University, 47907 West Lafayette, Indiana, USA
Abstract:We discuss characteristic difficulties inherent in the validation of Gaussian quadrature formulae, in particular the futility of moment-related tests. We propose instead more effective tests based on the recursion coefficients of the appropriate orthogonal polynomials and on the sum of the quadrature nodes.Work sponsored in part by the National Science Foundation under grant MCS-7927158A1.
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