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A Symbolic Computation Procedure for the Generation of Gauss Quadrature Rules with a User-Defined Weight Function

R. Maucher
Journal / Anthology

Communications in Numerical Methods in Engineering
Year: 1996
Volume: 12
Page range: 141-145

The advance of a powerful software for symbolic and numerical computations such as Mathematica sheds a new light on a paper by Golub and Welsch from 1969. Based on this paper the author describes a Mathematica procedure for determining the weights and abscissae of a Gauss quadrature rule with a user-defined weight function. After a brief description of the algorithm and its implementation, examples demonstrate the usefulness of the procedure. The procedure is extremely useful if one has to compute many integrals with the same, possibly weakly singular, weight function. This might happen, for example, in the boundary element method. Key words: numerical integration; Gauss quadrature rules

*Applied Mathematics > Numerical Methods