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The Gaussian quadrature chooses more suitable points instead, so even a linear function approximates the function better (the black dashed line). As the integrand is the third-degree polynomial y(x) = 7x 3 – 8x 2 – 3x + 3, the 2-point Gaussian quadrature rule even returns an exact result.
Many algorithms have been developed for computing Gauss–Legendre quadrature rules. The Golub–Welsch algorithm presented in 1969 reduces the computation of the nodes and weights to an eigenvalue problem which is solved by the QR algorithm. [1] This algorithm was popular, but significantly more efficient algorithms exist.
GPOPS-II (pronounced "GPOPS 2") is a general-purpose MATLAB software for solving continuous optimal control problems using hp-adaptive Gaussian quadrature collocation and sparse nonlinear programming.
This simplifies the theory and algorithms considerably. The problem of evaluating integrals is thus best studied in its own right. Conversely, the term "quadrature" may also be used for the solution of differential equations: "solving by quadrature" or "reduction to quadrature" means expressing its solution in terms of integrals.
The Gauss–Legendre methods use the points of Gauss–Legendre quadrature as collocation points. The Gauss–Legendre method based on s points has order 2s. [2] All Gauss–Legendre methods are A-stable. [3] In fact, one can show that the order of a collocation method corresponds to the order of the quadrature rule that one would get using the ...
Gauss–Laguerre quadrature — extension of Gaussian quadrature for integrals with weight exp(−x) on [0, ∞] Gauss–Kronrod quadrature formula — nested rule based on Gaussian quadrature; Gauss–Kronrod rules; Tanh-sinh quadrature — variant of Gaussian quadrature which works well with singularities at the end points
A similar geometrical construction solves the problems of quadrature of a parallelogram and of a triangle. Archimedes proved that the area of a parabolic segment is 4/3 the area of an inscribed triangle. Problems of quadrature for curvilinear figures are much more difficult.
They are closely related to spectral methods, but complement the basis by an additional pseudo-spectral basis, which allows representation of functions on a quadrature grid [definition needed]. This simplifies the evaluation of certain operators, and can considerably speed up the calculation when using fast algorithms such as the fast Fourier ...