Generalized Gaussian Quadrature Rules For Systems of Arbitrary Functions
Generalized Gaussian Quadrature Rules For Systems of Arbitrary Functions
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Abstract. A numerical algorithm is presented for the construction of generalized Gaussian quadrature rules,
originally introduced by S. Karlin and W. Studden over three decades ago. The quadrature rules to be discussed
possess most of the desirable properties of the classical Gaussian integration formulae, such as positivity of the
weights, rapid convergence, mathematical elegance, etc. The algorithm is applicable to a wide class of functions,
including smooth functions (not necessarily polynomials), as well as functions with end-point singularities, such as
those encountered in the solution of integral equations, complex analysis, potential theory, and several other areas.
The perfonnance of the algorithm is illustrated with several numerical examples.
1. Introduction. Classical Gaussian quadrature rules are extremely efficient when the
functions to be integrated are well approximated by polynomials. When the functions to be
integrated are very different from polynomials, Gaussian quadratures do not perform well;
many particularly difficult and important problems involve the integration of functions of the
form
n
where each of the functions qi has its own singularity at one of the ends of th
function f can only be evaluated in toto, the coefficients oai being unavail
is encountered in the solution of integral equations with singular kernels, in the numerical
complex analysis, in the numerical solution of elliptic partial differential equations on regions
with corners, and in many other situations. While such problems are normally dealt with by
means of various ad hoc procedures (see, for example, [1], [8]), these schemes lack the rapid
convergence, stability, and elegance of the Gaussian rules.
In fact, in [6], a far-reaching generalization of the classical Gaussian quadratures is intro-
duced, replacing the polynomials with functions from an extremely wide class. The quadra-
ture rules of [6] possess most of the desirable properties of the classical Gaussian integration
formulae, such as positivity of the weights, rapid convergence, mathematical elegance, etc.
Unfortunately, it is not clear from [6] how such quadrature rules can be obtained numerically.
In this paper, we present a numerical scheme for the construction of such generalized
Gaussian quadratures. The algorithm is applicable to a variety of functions, including smooth
functions (not necessarily polynomials), as well as functions with end-point singularities.
The paper is organized as follows. In ?2, we restate the relevant results from [6], and
in ?3, we summarize the numerical techniques to be used in this paper. In ?4, we develop
the analytical apparatus to be used in the numerical construction of the generalized Gaussian
quadrature rules. We extend those analytical tools to functions with end-point singularities in
?5. The actual numerical algorithm is presented in ?6, and the performance of the algorithm
is demonstrated with numerical examples in ?7.
*Received by the editors February 16, 1994; accepted for publication July 22, 1994.
t Department of Computer Science, Yale University, New Haven, CT 06520 (majh @ math.ucla.edu). The research
of these authors was supported in part by Defense Advanced Research Project Agency contract F49620/91/C/0084
and in part by Office of Naval Research grant N00014-89-J-1527.
tHughes Research Laboratories, 3011 Malibu Canyon Road, Malibu, CA 90265. The research of this author
was supported in part by Defense Advanced Research Projects Agency contract F49620/91/C/0064.
971
are nonzero for any set of m points Xi, X2, ... ., XE E [a, b] such that xi 7& x
Following are several important cases of Chebyshev systems (for more examples, see
[6]).
EXAMPLE 2.1. For any natural m, the functions 1, x, x2, ... ., xm constitute a Chebyshev
system. Moreover, if Oc1, cr2, ... , Olm is a sequence of distinct real numbers, then the system
{x(Xi } is a Chebyshev system on any interval [a, b] c (0, oo).
EXAMPLE 2.2. For any n distinct real numbers oti, l2 , ... ., On, the functions ealx, xealx,
ea2X, xea2x, ... , eanx, xeanxconstitute a Chebyshev system on any interval [a, b] c (-oc, oc).
DEFINITION 2.2 (Hermite system). A finite sequence of functions {fPl, 'P2w ... , Y2n } will
be referred to as a Hermite system on the interval [a, b] if and only if P E C1 [a, b] for all
i = 1, 2, ... , 2n, and the determinants
are nonzero for any set of n points Xi, X2, . .. , Xn E [a, b] such that xi 7& xj for any i 7& j
DEFINITION 2.3 (extended Hermite system). Afinite sequence offunctions {y1, 'P2, * ... *
will be referred to as an extended Hermite system if it is both Chebyshev and Hermite.
REMARK 2.1. The extended Hermite systems are a slight generalization of the extended
Chebyshev systems of [6].
Following are several important cases of extended Hermite systems (for more examples,
see [6]).
EXAMPLE 2.3. For any natural n, the functions 1, x, x2, ... ., 2n-l constitute an extended
Hermite system. Moreover, if oi, Ol2, ... , O2n is a sequence of distinct real numbers, then the
system
rb
(6) f q(x)p(x)dx,
with xi E [a, b] and wi E R for all i = 1, 2, . .., n. The points xi and coefficients wi are
referred to as the nodes and weights of the quadrature formula (7), respectively, while the
expression (7) itself is viewed as an approximation to the integral (6). Normally, quadrature
formulae are chosen to be exact on certain chosen sets of functions, most frequently polyno-
mials up to some fixed order m. An n-point quadrature formula is referred to as a Gaussian
quadrature if and only if it integrates exactly all polynomials of orders up to 2n - 1.
We will generalize the notion of the classical Gaussian quadrature somewhat by intro-
ducing the following definition.
DEFINITION 2.4 (Gaussian quadrature). Suppose that
1 )= 1,
02(X) =x,
(9) ......
'P2n (X) =
The principal r
THEoREM 2.1 (
a Chebyshev system on the interval [a, b]. Then there exists a unique n-point quadrature
rule (7) that is Gaussian with respect to the functions {(Pl, (P2w . .., Y2n }. Furthermore, all the
weights wi, W2 . w . , wnof the quadrature are positive.
As for smooth functions, Gaussian quadrature rules also exist for a variety of functions
with end-point singularities. The following theorem is an immediate consequence of Theorem
2.1.
THEOREM 2.2. Suppose that functions (Pi : (a, b] -* R are continuous and integrable on
[a, b]for all i = 1, 2, ... , 2n. Suppose also that the function r(x) > 0 is continuous on (a, b]
and integrable on [a, b]. Suppose further that functions *i are defined by the formula
and that
for all i = 1, 2, .. ., 2n. Supposefinally that the functions lit, /2, ...
constitute a Chebyshev system on the closed interval [a, b].
Then there exists a unique n-point quadrature rule (7) that is Gauss
functions {f1, 02, ..0. , Y2n}. Furthermore, all the weights w , W2, ..
are positive.
Proof. The theorem is proved by applying Theorem 2.1 to the new
(19) f(x)-Eai.Ti(x) =0
i=o n
In particular, if f E C00, t
I IlI I . I I I I I I I
OBSERVATION 3.1. For functions with end-point singularities, such as f (x) - mx,
we can build a structure on the given interval, consisting of subintervals clustering near
the end points (see Figure 1), and then use the Chebyshev expansion (17) to approximate
the functions on each subinterval. On each of the subintervals, the Chebyshev expansion
converges superalgebraically.
(20) F(x) = 0,
where x = (xl, . .X T E
fi (X1, . I ., Xn)
f2(Xlg .. * * Xn)
(21) F(x)= ...
fn (Xl . ,Xn)
DEFINITION 3.1. The Jacobian matrix of mapping F in (21) is defined by the formul
8/i ... ah
axI ax"
(22) DF(x) = . .
_f ... /S
ax1 axn
The following two lemmas about the solution of systems of nonlinear equations (20) are
well known (see [3], [9], for example).
LEMMA 3.2 (Newton's method). Suppose that F : Rn Rn is continuously differentiable
in an open convex set D C Rn, and the mapping G: Rn Rn is defined by the formula
(23) y = x - (DF(x))-1F(x).
for any x, y such that Ix - x*I I < r, I - x*I I < r. Suppose finally that xo is an a
point in Rn, and the sequence x1, X2 ..., ofpoints in Rn is defined by the formul
Then there exist E > 0 and a > 0 such that the sequence generated by (26) converges to
x*, and
is a sequence of n x n nonsingular m
formula
(33) F(x) = 0,
with F: Rn -- Rn satisfyin
is not available. Suppose
satisfying the following c
1. The mapping Fo: Rn
(35) Fo(x) = 0
(37) G(t,x) =0
has a unique solution x(t) E R
of x(t).
4. x is a continuous (or better, Lipschitz) function of t.
Under the above conditions, the following procedure yields the solution of the equation
(33).
1. For a sufficiently large m, construct the points t = (i -1)/(m - 1) on the interval
[0, 1], with i = 1, 2, ... , m, and consider the solutions of the equation (33) for t = t1 with
i = 1,2,...,m.
2. Clearly, we know the solution x(O) of the equation,
(38) G(ti, x) = 0
when i = 1, and for all i = 2, 3, ... , m, we solve the equation (37) by means of Lemma 3.3,
using x(ti-1) as the initial approximation.
3. Since tm = 1, the result of the final step of this process is the solution of the equation
(33).
A detailed discussion of the continuation techniques can be found in [4], where the
convergence of the above scheme is proven (in a much more general environment) for all
sufficiently large m.
rb
(45) fbq(x)ai(x)dx = 0
b n b b
(48) q(x
a j=l a aj=
b n
(50) = bijwj.
j=l
(52) X2 fa Iq(x)r2(x)dx J
are determined by the set ofpoints (54) via formulae (39) and (40).
an integer such that 1 < 1 < n, and a is a real number such that
For the functions (57), the conditions (39), (40) assume the form
&i (xk) = 0,
(63) &?(Xk) = Sik
(64) Pik = 0
foralli = 1,2,d,...,n,andi $ 1.
Finally, combining (72) with (73), (74), we have
foralli = 1,2,...,n,andi $ 1. [
Combining Lemmas 4.2 and 4.3, we now obtain the following the
THEOREM 4.3. Under the assumptions of Lemma 4.2,
are determined byformulae (39) and (40). Then the Jacobian DF(x) of the mapping F d
by (52) is given by the formula
where x = (Xi, X2, ... Xn)T, and matrix E(x) is given by the for
Proof Suppose that 1 is an integer such that 1 < 1 < n, and 3 is a real numb
are n distinct points on the interval [a, b]. Suppose further that the
are determined by the set of points (81) via formulae (39) and
Combining (77), (78) with Definition 3.1 of the Jacobian matrix and the definition (52)
of the mapping F, we immediately obtain
a lb
(DF(x))il = ax 1b q(x)oai (x) dx
ab
(DF(x))11 = - q(x)ol (x)dx
ax,
= qli (x)61i (x)dx-bq (x)cui (x)dx
Corollary 4.1 follows immediately from Theorem 2.1 and Theorem 4.4, and Corollary
4.2 is the consequence of Corollary 4.1 and Theorem 4.4.
COROLLARY 4.1. Suppose that under the assumptions of Theorem 4.4, the function F:
Rn Rn is defined by (52). Then there exists a unique x* = (x*, x*, ... , xn*)T E Rn such
that
(85) F(x*) = 0,
fa qb~~~~~
(x) i7 (x) dx O .
(86) DF(x*) = -_0 q. fX)q7)2(x)dx ... O
? ? .. f a q (X) 7n (x) dx
is nonsingular, where the functions rn7, r72, ..., zj,n are determin
X*, X*, ... ., x* via the formula (40).
fa q(x) i(x)dx
with i = 1, 2, ... , n, and the functions
defined by the points xi, X2, .. ., x n via the formulae (39) and (40). Suppose further
qOj E C3[a, b] for all i = 1, 2, ... , 2n, and the function F: Rn -* Rn is defined b
Suppose finally that x* is the unique zero of F, that xo is an arbitrary point in Rn, an
sequence xi, x2, .., ofpoints in Rn is defined by the formula
system on X if and only if it constitutes a Chebyshev system -on every closed subinterval
[c, d] c X (see Definition 2.1).
DEFINITION 5.2 (extended Hermite system). Suppose that X c R is either (a, b), or
[a, b), or (a, b]. Then a finite sequence offunctions {'1p, q'2, .. . -, (Pn will be referred to a
an extended Hermite system on X if and only if it constitutes an extended Hermite system on
every closed subinterval [c, d] c X (see Definition 2.3).
The following is an important example of extended Hermite systems.
EXAMPLE 5.1. For any natural n, the functions
b n
j q (x)(po (x)dx
,b n ,b {b
f q (x) o
j=a 1+
ra+3
(100) P1 -1.
(102) limx1 = Xi
and
(103) lm w wig
where the nodes xi and the weights wi are defined in Theorem 5.1.
Proof Due to Theorem 2.2, there exists a unique Gaussian quadrature (7) with respect to
the functions (101) on the interval [a, b] such that all the nodes xl, X2, ... , xn lie in the open
interval (a, b), and all the weights w 1, W2, ..., wn are positive.
On the other hand, due to Theorem 2.1, for any a E (0, b - a), there exists a unique
Gaussian quadrature (7) with respect to the functions (101) on the interval [a + 8, b] such that
the nodes xi E (a + 8, b), and the weights
(104) 0) > 0
for all i = 1, 2, ... , n. Comb
obtain
b n
(105) / q(x)(pj(x)dx = Lw W
J+ i=l
(110) d= jbq(x)dx.
Suppose that there exists a sequence of positive real numbers 81, 82, such that
limk,, 'k = 0,
k *oo
rb rb
bq (x)cp; (x)dx = lim f q (x)(p (x)dx
Ja ~ ~~~~~ ke.oo J+3k
n
= Lm k) E (i(xy )
(113) = LVjoi(yj)
j=1
(114) yi = x,
(115) Vi = Wi
for all j = 1, 2, .. ., n, where xl,, x
of the Gaussian quadrature (7) with respect to the functions (101) on [a, b]. In other words,
the set of vectors xs for all a E (0, b - a) has a unique limit point
and the set of vectors ws for all a E (0, b - a) has a unique limit point
Now, the formulae (102) and (103) follow from (108), (109), and the fact that each of the
two sets of the vectors xs and ws possesses only one limit point in Rn. [1
REMARK 5.1. Clearly, the condition pl =1 in Theorem 5.2 can be relaxed. To ensure the
boundedness of the Gaussian weights, we need only to impose the condition that there exists
a real e > 0, and 2n real numbers al, a2, ... a2n such that
2n
6. The numerical algorithm. We can now compute Gaussian quadratures for both
smooth functions and functions with end-point singularities using the numerical apparatus
developed in ??4 and 5. The Gaussian quadrature rules for an extended Hermite system can
be obtained by solving a system of nonlinear equations (53). Due to Theorems 4.5 and 5.2,
the modified Newton's method defined by the formula (90) converges quadratically when it is
applied to the system of equations (53).
(118) t t
(118)~~~~~~~~~ 1 ( p2 * s(2ns
with t E [0, 1], and such that
(1 19) W(X) =x
with
with
REMARK 6.1. The necessary number m of steps in the continuation process (see ?3.3) is
significantly reduced if, prior to the application of the above procedure, the original system
(117) is orthonormalied (for example, via the Gram-Schmidtprocess). To do that, we discretize
the originalfunctions (Pi at nested Chebyshev nodes (see ?3.1), andperform the Gram-Schmidt
procedure on the obtainedfinite-dimensional representations.
The following is the formal description of the numerical algorithm (excluding the con-
tinuation process).
Initialization
Comment [ Build the structure for integration and interpolation. ]
Step 1
do
Subdivide [a, b] into subintervals clustering near end-points (see Figure 1).
enddo
Orthogonalization (optional)
Comment [ Perform Gram-Schmidt orthogonalization on the given set of functions.]
Step 2
doi = 1,2,...,2n
do j = 1,2, ...,i-1
REMARK 6.2. The procedure described above requires the construction of the functions
oi, ?7i, i = 1, 2, ... , n, given the functions Cpi, i = 1, 2, ... , 2n. The latter is possible for any
extended Hermite systems and is equivalent to inverting the matrix (3). Obviously, for many
choices offunctions qp, 5?2 . , (02n, including the numerical examples given in the following
section, the matrix (3) will be ill conditioned.
Thus, in order to obtain the double precision results presented in this paper, the authors
have performed the computations in extendedprecision (REAL * 16)for generating the Gauss-
ian quadratures up to order 20, and in Mathematica (120 digits operations) for generating
the Gaussian quadratures of higher orders.
1 1 2
39 3' 3'
and tested on selected functions in Tables 6-8, respectively.
REMARK 7.1. The algorithm of this paper has been applied to a large selection offunctions
{Jj }. Space limitations prevent us from presenting more examples here. A detaiWed report on
our numerical experiments can be found in [7].
8. Conclusions. A numerical algorithm has been presented for the construction of the
generalized Gaussian quadrature rules, introduced in [6]. The quadrature rules of this paper
possess most of the desirable properties of the classical Gaussian integration formulae, such
as positivity of the weights, rapid convergence, mathematical elegance, etc. The algorithm
is applicable to a wide class of functions, including smooth functions (not necessarily poly-
nomials), as well as functions with end-point singularities, such as those encountered in the
solution of integral equations, complex analysis, potential theory, and several other areas.
TABLE 1
Gaussian quadrature for products of polynomials and logarithmic finction.
I l N
Ok(x)dx = WiOk(xi) for k = 1, 2,..., 2N
O ~~~i=l
15 0.105784548458629E-03 0.403217724648460E-03
0.156624383616782E-02 0.306297843478700E-02
0.759521890320709E-02 0.978421211876615E-02
0.228310673939862E-01 0.215587522255813E-01
0.523886301568200E-01 0.383230673708892E-01
0.100758685201213E+O0 0.588981990263004E-01
0.170740768849943E+O0 0.811170299392595E-01
0.262591206118993E+O0 0.102122101972069E+O0
0.373536505184558E+O0 0.1 18789059030401E+O0
0.497746358414533E+O0 0. 128210316446694E+O0
0.626789031392373E+O0 0.128163327417093E+O0
0.750516103461408E+O0 0.1 17489465888492E+O0
0.858255335207861E+O0 0.963230185695904E-01
0.940141291212346E+O0 0.661345398318934E-01
0.988401595986342E+O0 0.296207140035355E-01
TABLE 1
(cont.)
TABLE 2
Gaussian quadrature for products of polynomials andfractional powers.
N
N-I N-1
where {pi} = {1, s(x), x, xs(x), .x x s(x)} with s(x) = x 3
EN Nodes xi ] Weights wi
5 0.831174531456776E-02 0.279778782123048E-01
0.863966362795308E-01 0.142398935990482E+00
0.305943516943443E+00 0.291943668689807E+00
0.635656558720652E+00 0.339447240627363E+00
0.920004207024857E+00 0.198232276480043E+00
10 0.751897878625465E-03 0.259000938099737E-02
0.87466609426837 lE-02 0.157085175605557E-01
0.372684363855664E-01 0.438972012175236E-01
0.100986759928202E+00 0.851979518885884E-01
0.209274931334610E+00 0.131185462315937E+00
0.360730157291068E+00 0.16927942889149 1E+00
0.540868549812902E+00 0.18661224712397 1E+00
0.723966527445448E+00 0.174225330076043E+00
0.878692655294032E+00 0.130242598410538E+00
0.975963746745065E+00 0.610612531343552E-01
15 0.168121349224655E-03 0.582014429388243E-03
0.200427399422478E-02 0.366362217710688E-02
0.888445820257933E-02 0.108842247988913E-01
0.254380748331252E-01 0.230661756216959E-01
0.56616336647950 IE-01 0.400108265603416E-01
0. 106639742234206E+00 0.604643908138577E-01
0.177998880856086E+00 0.822581407444590E-01
0.270675783247184E+00 0.102603879506980E+00
0.381720959785030E+00 0.118500791181315E+00
0.505267785653412E+00 0.127191992481750E+00
0.632999186646096E+00 0.126600784497532E+00
0.755011893747991E+00 0.1 15679059680403E+00
0.860961671393287E+00 0.946133646757434E-01
0.941329076190074E+00 0.648572778769515E-01
0.98863660805779 IE+00 0.290234549535849E-01
TABLE 3
Gaussian quadrature for products of polynomials andfractional pow
I NN
(Pk(x)dx = W Owik(xi) for k = 1, 2,..., 2N
O ~~~i=l
[N Nodes xi Weights wi
5 0.325694885051994E-02 0.143436825038591E-01
0.600861836255002E-01 0.11763546204798 1E+00
0.262200689766926E+00 0.286500581347155E+00
0.601527262010120E+00 0.361906424437754E+00
0.910998040648555E+00 0.219613849663250E+00
15 0.559212686135403E-04 0.250636999997100E-03
0.1 16764741757783E-02 0.248629682453753E-02
0.635876913141328E-02 0.868418049215750E-02
0.202601345786029E-01 0.200174031540757E-01
0.481469972090806E-01 0.365707842279019E-01
0.947893055727041E-01 0.572506624316614E-01
0.163312504831184E+00 0.798969454587593E-01
0.254266678317515E+00 0.101582504459800E+00
0.365070714120304E+00 0.1 19053915578673E+00
0.489939651507906E+00 0.129244090759107E+00
0.620326692664507E+00 0.129774994114533E+00
0.745828824368843E+00 0.1 19369417740098E+00
0.855429899278146E+00 0.981047682668204E-01
0.938900129707038E+00 0.674683579975495E-01
0.988155905432853E+00 0.302450414943277E-01
20 0.184194907598179E-04 0.826457102725699E-04
0.387587458269692E-03 0.829421040741860E-03
0.213955259577947E-02 0.295732155968210E-02
0.695120073310895E-02 0.702434283841401E-02
0.169467664404234E-01 0.133575962599994E-01
0.344417452000176E-01 0.220068985356573E-01
0.616535209242469E-01 0.327254003368527E-01
0.100407215362434E+00 0.449795404557805E-01
0.151866019233245E+00 0.579877214786053E-01
0.216313281828314E+00 0.707843838119479E-01
0.293009074582624E+00 0.823037488978054E-01
0.380137222473773E+00 0.914756213036679E-01
0.474850532149502E+00 0.973244581548574E-01
0.573412898781505E+00 0.990625442531322E-01
0.671427980742799E+00 0.961685890414821E-01
0.764136026657879E+00 0.884443478050775E-01
0.846753983774620E+00 0.760438602249420E-01
0.914829857705509E+00 0.594724986507429E-01
0.964581196697193E+00 0.395568714306716E-01
0.993195777887590E+00 0.174121882096675E-01
TABLE 4
Gaussian quadrature for products of polynomials andfractional powers.
I N
N Nodes xi Weights w,
5 0.127054140407448E-02 0.798095300782248E-02
0.462681413226638E-01 0.102702832369157E+00
0.237083298080667E+00 0.282009089112635E+00
0.581208702007414E+00 0.374825379887486E+00
0.905561736397846E+00 0.232481745622901E+00
10 0.945849186124229E-04 0.599207947722056E-03
0.379603281250484E-02 0.895661938070323E-02
0.233952614888275E-01 0.332290268550819E-01
0.759462672091217E-01 0.742813877203913E-01
0.175082164491838E+00 0.124481407759041E+00
0.32329556501452 1E+00 0.169777375189087E+00
0.507679537823808E+00 0.194331900792034E+00
0.700934090961697E+00 0.186099994751647E+00
0.867600470065010E+00 0.141387747529539E+00
0.973657038209960E+00 0.668553320747537E-01
15 0.197855962731515E-04 0.125556576654582E-03
0.809581023980278E-03 0.193257660045135E-02
0.517321860359321 E-02 0.757902277249522E-02
0.177160194789544E-01 0.184325783933937E-01
0.438708712542835E-01 0.347412411366044E-01
0.886977166657579E-01 0.555083582856597E-01
0.155667671624679E+00 0.785867325255755E-01
0.245646859906903E+00 0. 100978745423403E+00
0.356264972533447E+00 0.1 19295279382622E+00
0.481792161982642E+00 0.130299495385019E+00
0.613565444840732E+00 0.131446824433812E+00
0.740915815910203E+00 0.121332382739473E+00
0.852464602157936E+00 0.999716176822775E-01
0.937596443363357E+00 0.688685445138014E-01
0.987897722986291E+00 0.309010441487584E-01
20 0.644080669471020E-05 0.408973476604909E-04
0.265385497209493E-03 0.636150271129477E-03
0.171795135681289E-02 0.254437715881698E-02
0.599650565966228E-02 0.637191713688041E-02
0.152297986688364E-01 0.124939147170132E-01
0.317830016969808E-01 0.210015095348042E-01
0.579590115876318E-01 0.316775070055125E-01
0.956908382982334E-01 0.440030511092655E-01
0.146256150019543E+00 0.571949651553830E-01
0.210043256963358E+00 0.702705143585106E-01
0.286393214270049E+00 0.821337066503373E-01
0.373535741616497E+00 0.916751595069523E-01
0.468627945387644E+00 0.978762191044640E-01
0.567895206083029E+00 0.999075512797006E-01
0.666863963449413E+00 0.972128770925840E-01
0.760667402163021E+00 0.895698602397595E-01
0.844398042013510E+00 0.771222579836698E-01
0.913476675531666E+00 0.603802128097188E-01
0.964005785910473E+00 0.401896290968344E-01
0.993083879404685E+00 0.176977224410030E-01
TABLE 5
Integration by the Gaussian quadrature for the products of polynomia
p1 ~~N
j f(x)dx wi f (xi)
f(x) = sin(15x)
f (x) = X 25
fo f (x)dx = 0.384615384615385E-01
N Computed integral Absolute error Relative error
5 0.230835034135673E-01 0.15378E-01 0.39983E+00
10 0.384161409736514E-01 0.45397E-04 0.1 1803E-02
15 0.384615375071555E-01 0.95438E-09 0.24814E-07
20 0.384615384615384E-01 0.55511E-16 0.14433E-14
f (x) = -x25 in x
fo f (x)dx = 0.147928994082840E-02
N Computed integral Absolute error Relative error
5 0.203228387592046E-02 0.55299E-03 0.37382E+00
10 0. 149328817343850E-02 0.13998E-04 0.94628E-02
15 0.147929073676245E-02 0.79593E-09 0.53805E-06
20 0.147928994082847E-02 0.70256E-16 0.47493E-13
f (x) = sin(55x)
f f (x)dx = 0.177795135225099E-0 1
N Computed integral Absolute error Relative error
25 0.174229968967879E-01 _ 0.35652E-03 0.20052E-01
30 0.17779799853459 1 E-0 1 0.28633E-06 0.16105E-04
35 0.177795134768564E-01 0.45653E-10 0.25678E-08
40 0. 177795135225109E-01 0.10374E- 14 0.58346E-13
f (x) = X 85
fo f (x)dx = 0. 116279069767442E-01
N Computed integral Absolute error Relative error
25 0. 116278805943580E-01 0.26382E-07 0.22689E-05
30 0. 116279069416079E-01 0.35136E-10 0.30217E-08
35 0.1 162790697673 18E-0 1 0.12405E- 1 3 0.10668E-1 1
40 -0.1 16279069767444E-01 0.20470E-15 0.17604E-13
fo f (x)dx = 0. 135208220659816E-03
N Computed integral Absolute error Relative efror
25 0.135212681693139E-03 0.4461OE-08 0.32994E-04
30 0.135208229595502E-03 0.89357E- 11 0.66088E-07
35 0. 135208220664142E-03 0.43263E-14 0.31998E-10
40 - 0. 0135208220659815E-03 0.84026E-18 0.62145E1
TABLE 6
Integration by the Gaussian quadrature for the products of polynomials and fractional power s(x) = x 3 in
Table 2.
fl N
f (x)dx = wi f (xi)
Oi=1
f(x) = sin(lOx)
fo f (x)dx = 0.183907152907645E+00
N Computed integral Absolute error Relative error
C 0.203627012649713E+00 0. 19720E-0I 0.10723E+00
10 0. 183906319056362E+00 0.83385E-06 0.45341 E-05
15 0. 183907152908719E+00 0. 10739E- 1 0.58396E- 11
20 0. 183907152907644E+00 0.86042E-15 0.46786E- 14
f(x) =x25
f0 f (x)dx = 0.384615384615385E-01
N Computed integral Absolute error Relative error
5 0.246599205561149E-01 0.13802E-01 0.35884E+00
10 0.384268064253340E-01 0.34732E-04 0.90303E-03
15 0.384615378508424E-01 0.61070E-09 0.15878E-07
20 0.384615384615384E-01 0. 11102E-15 0.28866E-14
f (x) x25s(x)
fo f (x)dx = 0.379746835443038E-01
N Computed integral Absolute error Relative error
5 0.239835389273907E-01 0.13991E-01 0.36843E+00
10 0.379360956044503E-01 0.38588E-04 0.101 61 E-02
15 0.379746827352660E-01 0.80904E-09 0.21305E-07
20 0.379746835443037E-01 0. 12490E- 15 0.32890E-14
TABLE 7
Integration by the Gaussian quadrature for the products of polynomials andfractional power s(x) = x 3 in
Table 3.
rl N
f (x)dx wi f (xi)
Oi=l
f(x) = sin(lOx)
fo f (x)dx = 0.183907152907645E+00
N Computed integral Absolute error Relative error
5 0. 181420301850517E+00 0.24869E-02 0.13522E-0 I
I10 0. 183906605077266E+00 0.54783E-06 0.29788E-05
15 0.183907152908166E+00 0.52114E-12 0.28337E- 1 I
20 0.183907152907645E+00 0.30531E-15 0.16601E-14
f(x) =x25
f(x) = x 25s(x)
fO f (x)dx = 0.389610389610390E-01
N Computed integral Absolute error ] Relative error
5 0.220351282880372E-01 0.16926E-01 0.43443E+00
10 0.389074113404340E-01 0.53628E-04 0.13764E-02
1i5 0.389610378319899E-01 0.11290E-08 0.28979E-07
20] 0.389610389610389E-01 0.27756E-16 0.71239E-15
TABLE 8
Integration by the Gaussian quadrature for the products of polyn
Table 4.
1N
j f(x)dx = w f (xi)
f (x) = sin(lOx)
fo f (x)dx = 0183907152907645E+00
N Computed integral Absolute error Relative error
5 0.156179751994470E+00 0.27727E-01 0.15077E+00
10 0.183907466630775E+00 0.31372E-06 0.17059E-05
15 0.183907152906471 E+00 0. 11742E-11 0.63847E-11
20 0.183907152907646E+00 0.10825E-14 0.58859E-14
f(x) x25
fo f (x)dx = 0.384615384615379E-01
N Computed integral Absolute error Relative error
5 0. 194693376078146E-01 0.18992E-01 0.49380E+00
10 0.383840696841997E-01 0.77469E-04 0.20142E-02
15 0.384615361512299E-01 0.23103E-08 0.60068E-07
20 0.384615384615379E-01 0.52042E-15 0.13531E-13
f (x) =x 25s(x)
fo f (x)dx = 0.394736842105263E-01
N Computed integral Absolute error Relative error
5 0.208006141309651E-01 0.18673E-01 0.47305E+00
10 0.394099645206005E-01 0.63720E-04 0.16142E-02
15 0.394736828687551E-01 0.13418E-08 0.33992E-07
20 0.394736842105259E-01 0.40939E-15 0.10371E-13
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