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orthogonal polynomial for Gaussian quadratures

References: Gauss quadratures and orthogonal polynomials

G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230

"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,

The polynomials are defined by the three-term recurrence relation $$ P_{k+1}(x)=(x-\alpha_k) P_k(x) - \beta_k P_{k-1}(x) $$ and $$ \mu_0 = \int{w(x)dx} $$

Hierarchy

Index

Methods

alpha

  • Parameters

    Returns Real

beta

  • Parameters

    Returns Real

mu_0

  • Returns Real

value

  • Parameters

    Returns Real

w

  • Parameters

    Returns Real

weightedValue

  • Parameters

    Returns Real