An 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.
Bibliographical noteKAUST Repository Item: Exported on 2020-10-01
Acknowledged KAUST grant number(s): KUK-C1-013-04
Acknowledgements: This work was supported by The MathWorks, Inc., and King Abdullah University of Science and Technology (KAUST), award KUK-C1-013-04.
This publication acknowledges KAUST support, but has no KAUST affiliated authors.