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The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…

Classical Analysis and ODEs · Mathematics 2025-10-20 Walter Van Assche , Ann Sinap

A class of numerical quadrature rules is derived, with equally-spaced nodes, and unit weights except at a few points at each end of the series, for which "corrections" (not using any further information about the integrand) are added to the…

History and Overview · Mathematics 2025-12-19 Gavin R. Putland

Prompted by an observation about the integral of exponential functions of the form $f(x)=\lambda e^{\alpha x}$, we investigate the possibility to exactly integrate families of functions generated from a given function by scaling or by…

Numerical Analysis · Mathematics 2026-05-14 Georg M. von Hippel

A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition…

Optimization and Control · Mathematics 2011-11-10 Uwe Helmke , Knut Hüper , Jochen Trumpf

In this note we provide an algorithm for computing the fractional integrals of orthogonal polynomials, which is more stable than that using the expression of the polynomials w.r.t. the canonical basis. This algorithm is aimed at solving…

Numerical Analysis · Mathematics 2022-07-27 P. Amodio , L. Brugnano , F. Iavernaro

We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using {\epsilon}-quasiorthogonality, for the approximation of integrals of the form \int f(x)d \alpha(x). The measure {\alpha}(\cdot) can be…

Numerical Analysis · Mathematics 2018-11-13 Pierre-David Létourneau , Eric Darve

We develop efficient numerical integration methods for computing an integral whose integrand is a product of a smooth function and the Gaussian function with a small standard deviation. Traditional numerical integration methods applied to…

Numerical Analysis · Mathematics 2018-04-12 Yunyun Ma , Yuesheng Xu

An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…

Numerical Analysis · Mathematics 2023-12-13 V. G. Kurbatov , I. V. Kurbatova

Highly oscillatory integrals of composite type arise in electronic engineering and their calculations is a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is…

Numerical Analysis · Mathematics 2025-04-01 Menghan Wu , Haiyong Wang

We present several new quadrature formulas in the triangle for exact integration of polynomials. The points were computed numerically with a cardinal function algorithm which imposes that the number of quadrature points $N$ be equal to the…

Numerical Analysis · Mathematics 2007-05-23 Mark A. Taylor , Beth A. Wingate , Len P. Bos

Numerical integration is encountered in all fields of numerical analysis and the engineering sciences. By now, various efficient and accurate quadrature rules are known; for instance, Gauss-type quadrature rules. In many applications,…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz

This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…

Numerical Analysis · Mathematics 2025-01-27 Shipra Mahata , Samala Rathan , Juan Ruiz-Álvarez , Dionisio F. Yáñez

We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 B. Brzostowski , M. R. Dudek , B. Grabiec , T. Nadzieja

We present a FFT-based algorithm for the computation of a polynomial's coefficients from its roots, and apply it to obtain the coefficients of interpolation polynomials, to invert Vandermondians and to evaluate the symmetric functions of a…

Numerical Analysis · Mathematics 2016-08-05 Hans-Rudolf Thomann

Numerical integration (NI) packages commonly used in scientific research are limited to returning the value of a definite integral at the upper integration limit, also commonly referred to as numerical quadrature. These quadrature…

Numerical Analysis · Computer Science 2018-06-06 Daniel Gebremedhin , Charles Weatherford

Gaussian quadrature rules are a classical tool for the numerical approximation of integrals with smooth integrands and positive weight functions. We derive and expicitly list asymptotic expressions for the points and weights of Gaussian…

Numerical Analysis · Mathematics 2022-08-25 Peter Opsomer , Daan Huybrechs

We consider quadrature formulas based on interpolation using the basis functions $1/(1+t_kx)$ $(k=1,2,3,\ldots)$ on $[-1,1]$, where $t_k$ are parameters on the interval $(-1,1)$. We investigate two types of quadratures: quadrature formulas…

Classical Analysis and ODEs · Mathematics 2025-10-20 Walter Van Assche , Ingrid Vanherwegen

In order to approximate the integral $I(f)=\int_a^b f(x) dx$, where $f$ is a sufficiently smooth function, models for quadrature rules are developed using a given {\it panel} of $n (n\geq 2)$ equally spaced points. These models arise from…

Numerical Analysis · Mathematics 2012-02-02 Mário M. Graça

We present a systematic computational framework for generating positive quadrature rules in multiple dimensions on general geometries. A direct moment-matching formulation that enforces exact integration on polynomial subspaces yields…

Numerical Analysis · Computer Science 2018-09-03 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

A collection of subroutines and examples of their uses, as well as the underlying numerical methods, are described for generating orthogonal polynomials relative to arbitrary weight functions. The object of these routines is to produce the…

Classical Analysis and ODEs · Mathematics 2025-10-20 Walter Gautschi
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