tailieunhanh - Integration of Functions part 6

Dahlquist, G., and Bjorck, A. 1974, Numerical Methods (Englewood Cliffs, NJ: Prentice-Hall), §, p. 294. Stoer, J., and Bulirsch, R. 1980, Introduction to Numerical Analysis (New York: Springer-Verlag), §, p. 152. | Gaussian Quadratures and Orthogonal Polynomials 147 Dahlquist G. and Bjorck A. 1974 Numerical Methods Englewood Cliffs NJ Prentice-Hall p. 294. Stoer J. and Bulirsch R. 1980 Introduction to Numerical Analysis New York Springer-Verlag p. 152. Gaussian Quadratures and Orthogonal Polynomials In the formulas of the integral of a function was approximated by the sum of its functional values at a set of equally spaced points multiplied by certain aptly chosen weighting coefficients. We saw that as we allowed ourselves more freedom in choosing the coefficients we could achieve integration formulas of higher and higher order. The idea of Gaussian quadratures is to give ourselves the freedom to choose not only the weighting coefficients but also the location of the abscissas at which the function is to be evaluated They will no longer be equally spaced. Thus we will have twice the number of degrees of freedom at our disposal it will turn out that we can achieve Gaussian quadrature formulas whose order is essentially twice that of the Newton-Cotes formula with the same number of function evaluations. Does this sound too good to be true Well in a sense it is. The catch is a familiar one which cannot be overemphasized High order is not the same as high accuracy. High order translates to high accuracy only when the integrand is very smooth in the sense of being well-approximated by a polynomial. There is however one additional feature of Gaussian quadrature formulas that adds to their usefulness We can arrange the choice of weights and abscissas to make the integral exact for a class of integrands polynomials times some known function W x rather than for the usual class of integrands polynomials. The function W x can thenbe chosen to remove integrable singularities from the desired integral. Given W x in other words and given an integer N we can find a set of weights wj and abscissas xj such that the approximation i W x f x dx Wjf xj A j i is exact .

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