Chebyshev–Gauss quadrature
Encyclopedia
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
Numerical analysis
Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis ....
Chebyshev–Gauss quadrature is an extension of Gaussian quadrature
Gaussian quadrature
In numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration....
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
External links
- Chebyshev-Gauss Quadrature from Wolfram MathWorld
- Gauss–Chebyshev type 1 quadrature and Gauss–Chebyshev type 2 quadrature, free softwareFree softwareFree software, software libre or libre software is software that can be used, studied, and modified without restriction, and which can be copied and redistributed in modified or unmodified form either without restriction, or with restrictions that only ensure that further recipients can also do...
in C++, Fortran, and Matlab.