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Τετάρτη 1 Μαΐου 2024

Gaussian quadrature

In numerical analysis, an n-point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree 2n1 or less by a suitable choice of the nodes xi and weights wi for i=1,...,n.
The modern formulation using orthogonal polynomials was developed by Carl Gustav Jacobi in 1826.