Gauss–Radau formulae for Jacobi and Laguerre weight functions

Walter Gautschi

Mathematics and Computers in Simulation (MATCOM), 2000, vol. 54, issue 4, 403-412

Abstract: Explicit expressions are obtained for the weights of the Gauss–Radau quadrature formula for integration over the interval [−1,1] relative to the Jacobi weight function (1−t)α(1+t)β, α>−1, β>−1. The nodes are known to be the eigenvalues of a symmetric tridiagonal matrix, which is also obtained explicitly. Similar results hold for Gauss–Radau quadrature over the interval [0,∞) relative to the Laguerre weight tαe−t, α>−1.

Keywords: Gauss–Radau formula; Jacobi weight function; Laguerre weight function (search for similar items in EconPapers)
Date: 2000
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