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dc.contributor.authorHale, Nicholas
dc.contributor.authorTownsend, Alex
dc.date.accessioned2016-02-25T13:18:31Z
dc.date.available2016-02-25T13:18:31Z
dc.date.issued2013-03-06
dc.identifier.citationHale N, Townsend A (2013) Fast and Accurate Computation of Gauss--Legendre and Gauss--Jacobi Quadrature Nodes and Weights. SIAM Journal on Scientific Computing 35: A652–A674. Available: http://dx.doi.org/10.1137/120889873.
dc.identifier.issn1064-8275
dc.identifier.issn1095-7197
dc.identifier.doi10.1137/120889873
dc.identifier.urihttp://hdl.handle.net/10754/598313
dc.description.abstractAn efficient algorithm for the accurate computation of Gauss-Legendre and Gauss-Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton's root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100. © 2013 Society for Industrial and Applied Mathematics.
dc.description.sponsorshipThis work was supported by The MathWorks, Inc., and King Abdullah University of Science and Technology (KAUST), award KUK-C1-013-04.
dc.publisherSociety for Industrial & Applied Mathematics (SIAM)
dc.subjectAsymptotic expansion
dc.subjectGauss-Jacobi
dc.subjectGauss-Legendre
dc.subjectQuadrature
dc.titleFast and Accurate Computation of Gauss--Legendre and Gauss--Jacobi Quadrature Nodes and Weights
dc.typeArticle
dc.identifier.journalSIAM Journal on Scientific Computing
dc.contributor.institutionUniversity of Oxford, Oxford, United Kingdom
kaust.grant.numberKUK-C1-013-04


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