Gaussian quadrature
Approximation of the definite integral of a function
Gaussian quadrature
In numerical analysis, an n-point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree 2n − 1 or less by a suitable choice of the nodes xi and weights wi for i = 1, ..., n. The modern formulation using orthogonal polynomials was developed by Carl Gustav Jacobi in 1826. The most common domain of integration for such a rule is taken as [−1, 1], so the rule is stated as ∫ − 1 1 f ( x ) d x ≈ ∑ i = 1 n w i f ( x i ) , {\displaystyle...
Read on Wikipedia · Image Paolostar, CC BY-SA 4.0
Open boosters, collect cards and trade them. Free to play.
Play for free