Abstract
LetI(f) be the integral defined by:I(f) = ∫ b a f(x)w(x)dx withf a given function,w a nonclassical weight function and [a, b] an interval of IR (of finite or infinite length). We propose to calculate the approximate value ofI(f) by using a new scheme for deriving a non-linear system, satisfied by the three-term recurrence coefficients of semi-classical orthogonal polynomials. Finally we studies the Stability and complexity of this scheme.
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Hajji, S.E., Touijrat, L. Gaussian quadrature formulas and Laguerre-Perron's equation. JAMC 18, 205–228 (2005). https://doi.org/10.1007/BF02936566
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DOI: https://doi.org/10.1007/BF02936566