Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights
Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights
I. Bogaert
2014 · DOI: 10.1137/140954969
SIAM Journal on Scientific Computing · 95 Citations
TLDR
A series expansion for the zeros of the Legendre polynomials is constructed and a series expansion useful for the computation of the Gauss-Legendre weights is derived, providing a practical and fast iteration-free method to compute individual Gaussian quadrature node-weight pairs in O(1) complexity and with double precision accuracy.
