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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.
w i are quadrature weights, and; x i are the roots of the nth Legendre polynomial. This choice of quadrature weights w i and quadrature nodes x i is the unique choice that allows the quadrature rule to integrate degree 2n − 1 polynomials exactly. Many algorithms have been developed for computing Gauss–Legendre quadrature rules.
The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature ; [ 1 ] others take "quadrature" to include higher-dimensional integration.
In mathematics, particularly in geometry, quadrature (also called squaring) is a historical process of drawing a square with the same area as a given plane figure or computing the numerical value of that area. A classical example is the quadrature of the circle (or squaring the circle).
It is assumed that the value of a function f defined on [,] is known at + equally spaced points: < < <.There are two classes of Newton–Cotes quadrature: they are called "closed" when = and =, i.e. they use the function values at the interval endpoints, and "open" when > and <, i.e. they do not use the function values at the endpoints.
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 ...
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 ...
These zeros play an important role in numerical integration based on Gaussian quadrature. The specific quadrature based on the P n {\displaystyle P_{n}} 's is known as Gauss-Legendre quadrature . From this property and the facts that P n ( ± 1 ) ≠ 0 {\displaystyle P_{n}(\pm 1)\neq 0} , it follows that P n ( x ) {\displaystyle P_{n}(x)} has n ...