Gauss-Kronrod quadrature

  • #1
49
2

Summary:

How to compute the weights once you have the nodes?
The Gauss-Kronrod quadrature uses the zeros of the Legendre Polynomials of degree n and the zeros of the Stieltjes polynomials of degree n+1. These zeros are the nodes for the quadrature. For example using the Gauss polynomial of degree 7, you will need the Stieltjes of degree 8 and both makes up to 15 nodes in accordance to the quadrature rule (2n+1).

But how would you calculate the weights given the nodes and the degree?
 

Answers and Replies

  • #2
mathman
Science Advisor
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447
Try Google for Gauss-Kronrod.
 
  • #3
49
2
Try Google for Gauss-Kronrod.
I tried but nothing comes in handy.

For example the Gauss-Legendre quadrature weights is easily understood in this link: Legendre weights
So I'm looking for something like this for the Gauss-Kronrod!
 

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