Gaussian product-type quadratures

摘要

Ordinary N-term integral quadratures require the evaluation of the entire integrand at N points. However, m-by-n product type quadratures involve the evaluation of one factor of the integrand at m points and the reamaining factor at n points. The principal results of this paper include the generalization of the product-type quadrature concept to arbitrary weight functions and to infinite as well as finite intervals, the calculation of the mn coefficients of this product quadrature formula from the LU decoposition of one n-byn, and the extension of the precision of the formula. Nuerical examples are included to illustrate the application of Gaussian product-type quadratures and to compare them with the ordinary Gaussian quadratures.