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Gauss–Radau formulae for Jacobi and Laguerre weight functions

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  • Gautschi, Walter

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.

Suggested Citation

  • Gautschi, Walter, 2000. "Gauss–Radau formulae for Jacobi and Laguerre weight functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 54(4), pages 403-412.
  • Handle: RePEc:eee:matcom:v:54:y:2000:i:4:p:403-412
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