Title
Truncated generalized averaged Gauss quadrature rules.
Abstract
Generalized averaged Gaussian quadrature formulas may yield higher accuracy than Gauss quadrature formulas that use the same moment information. This makes them attractive to use when moments or modified moments are cumbersome to evaluate. However, generalized averaged Gaussian quadrature formulas may have nodes outside the convex hull of the support of the measure defining the associated Gauss rules. It may therefore not be possible to use generalized averaged Gaussian quadrature formulas with integrands that only are defined on the convex hull of the support of the measure. Generalized averaged Gaussian quadrature formulas are determined by symmetric tridiagonal matrices. This paper investigates whether removing some of the last rows and columns of these matrices gives quadrature rules whose nodes live in the convex hull of the support of the measure.
Year
DOI
Venue
2016
10.1016/j.cam.2016.06.016
J. Computational Applied Mathematics
Keywords
Field
DocType
primary,secondary
Gauss–Kronrod quadrature formula,Mathematical optimization,Mathematical analysis,Numerical integration,Tanh-sinh quadrature,Clenshaw–Curtis quadrature,Gauss–Hermite quadrature,Gauss–Jacobi quadrature,Gaussian quadrature,Mathematics,Gauss–Laguerre quadrature
Journal
Volume
Issue
ISSN
308
C
0377-0427
Citations 
PageRank 
References 
3
0.45
2
Authors
4
Name
Order
Citations
PageRank
Dusan Lj. Djukic131.46
Lothar Reichel245395.02
Miodrag M. Spalevic3519.97
DjukićDušan Lj.430.45