Theory and Applications of Gaussian Quadrature Methods (eBook, PDF)
Narayan Kovvali
eBook, PDF

Theory and Applications of Gaussian Quadrature Methods (eBook, PDF)

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Gaussian quadrature is a powerful technique for numerical integration that falls under the broad category of spectral methods. The purpose of this work is to provide an introduction to the theory and practice of Gaussian quadrature. We study the approximation theory of trigonometric and orthogonal polynomials and related functions and examine the analytical framework of Gaussian quadrature. We discuss Gaussian quadrature for bandlimited functions, a topic inspired by some recent developments in the analysis of prolate spheroidal wave functions. Algorithms for the computation of the quadrature ...

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