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

DOI10.1093/imanum/drv002zbMath1334.65067arXiv1410.5286OpenAlexW2102012445MaRDI QIDQ2794708

Sheehan Olver, Thomas Trogdon, Alex Townsend

Publication date: 11 March 2016

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5286

zbMATH Keywords

complexityalgorithmnumerical integrationNewton's methodGauss quadratureHermite polynomialsGauss-Hermite quadratureRiemann-Hilbert problemsequilibrium measures

Mathematics Subject Classification ID

Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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