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A new numerical quadrature formula on the unit circle

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URI: https://hdl.handle.net/10016/5919
ISSN: 1017-1398 (Print)
ISSN: 1572-9265 (Online)
DOI: 10.1007/s11075-007-9121-3
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numerical_marcellan_na_2007_ps.pdf (525.74 KB)
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2007-04
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Springer
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Abstract
In this paper we study a quadrature formula for Bernstein–Szegö measures on the unit circle with a fixed number of nodes and unlimited exactness. Taking into account that the Bernstein–Szegö measures are very suitable for approximating an important class of measures we also present a quadrature formula for this type of measures such that the error can be controlled with a well-bounded formula.
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11 pages, no figures.-- MSC2000 codes: 33C47, 42C05, 65D30.
MR#: MR2335810 (2008i:33038)
Zbl#: Zbl 1126.65023
Keywords
Orthogonal polynomials, Szegö quadrature, Numerical integration
Bibliographic citation
Numerical Algorithms, 2007, vol. 44, n. 4, p. 391-401
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