Chapter 4  Numerical Differentiation and Integration

 

Gaussian Quadrature

 

,

where  are the roots of the Legendre polynomial of degree .

 approximates  in infinite order of accuracy as , that is, faster than any algebraic order.

 

 

References:

【1】         R. L. Burden and J. D. Faires, Numerical Analysis, PWS, Boston, 1993.