Fast computation of Gauss quadrature nodes and weights on the whole real line (Q2794708)

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scientific article; zbMATH DE number 6554295
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Fast computation of Gauss quadrature nodes and weights on the whole real line
scientific article; zbMATH DE number 6554295

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    Fast computation of Gauss quadrature nodes and weights on the whole real line (English)
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    11 March 2016
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    Gauss quadrature
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    numerical integration
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    Hermite polynomials
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    equilibrium measures
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    Riemann-Hilbert problems
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    algorithm
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    Gauss-Hermite quadrature
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    Newton's method
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    complexity
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