Chebyshev–Gauss quadrature
Appearance
In numerical analysis Chebyshev–Gauss quadrature is an extension of Gaussian quadrature method for approximating the value of integrals of the following kind:
and
In the first case
where
and the weight
In the second case
where
and the weight
See also
[edit]References
[edit]- ^ Abramowitz, M & Stegun, I A, Handbook of Mathematical Functions, 10th printing with corrections (1972), Dover, ISBN 978-0-486-61272-0. Equation 25.4.38.
- ^ Abramowitz, M & Stegun, I A, Handbook of Mathematical Functions, 10th printing with corrections (1972), Dover, ISBN 978-0-486-61272-0. Equation 25.4.40.
External links
[edit]- Chebyshev-Gauss Quadrature from Wolfram MathWorld
- Gauss–Chebyshev type 1 quadrature and Gauss–Chebyshev type 2 quadrature, free software in C++, Fortran, and Matlab.