Search results for "Gauss–Hermite quadrature"

Quadrature Formula Based on Interpolating Polynomials: Algorithmic and Computational Aspects

2007

The aim of this article is to obtain a quadrature formula for functions in several variables and to analyze the algorithmic and computational aspects of this formula. The known information about the integrand is {λi(f)}i=1n, where λi are linearly independent linear functionals. We find a form of the coefficients of the quadrature formula which can be easy used in numerical calculations. The main algorithm we use in order to obtain the coefficients and the remainder of the quadrature formula is based on the Gauss elimination by segments method. We obtain an expression for the exactness degree of the quadrature formula. Finally, we analyze some computational aspects of the algorithm in the pa…