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Gaussian Quadrature`

  1. Oct 2, 2005 #1
    Anyone care to explain the concept of gaussian quatrature? I've tried some websites but they're a little over my head. An example would be appreciated, thanks!
  2. jcsd
  3. Oct 3, 2005 #2
    i think it just means solving using integration.
  4. Oct 3, 2005 #3
    Well I know its a system of Legendre polynomials used to approximate functions, but I'm not sure of how to actually do it, if any one knows I'd appreciate an explination.
  5. Oct 3, 2005 #4

    Dr Transport

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    Gaussian integration involves Hermite polynomials, Legendre polynomials, Laugarre polynomials amongst others. In general, the integral of a function [tex] \int f(x) g dx [/tex] where [tex] g [/tex] is a weighting function, which can be [tex] e^{-x}, e^{-x^2/2} [/tex] etc.... can be written as [tex] \sum_{i} f(x_i) w_i [/tex]. The [tex] x_i [/tex] are the roots of the polynomials you wsh to use to fit and [tex] w [/tex] are weighting functions at those roots.

    Look at the Numerical Recipies web site and they explain it very well.

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