Nama: M. Sefrian V.

12/ 334619/ PA/ 14852

Tugas Komputasi Fisika Mencari materi tentang Metode Komputasi Gauss (sumber berasal dari:
http://mathworld.wolfram.com)

Legendre-Gauss Quadrature
Legendre-Gauss quadrature is a numerical integration method also called "the" Gaussian quadrature
or Legendre quadrature. A Gaussian quadratureover the interval with weighting
function . The abscissas for quadrature order are given by the roots of the Legendre
polynomials , which occur symmetrically about 0. The weights are


(1)


(2)
where is the coefficient of in . For Legendre polynomials,

(3)
(Hildebrand 1956, p. 323), so



(4)


(5)
Additionally,


(6)


(7)
(Hildebrand 1956, p. 324), so


(8)


(9)
Using the recurrence relation

(10)
(11)
(correcting Hildebrand 1956, p. 324) gives


(12)


(13)
(Hildebrand 1956, p. 324).
The weights satisfy

(14)
which follows from the identity

(15)
The error term is

(16)
Beyer (1987) gives a table of abscissas and weights up to , and Chandrasekhar (1960) up
to for even.

2 1.000000
3 0 0.888889
0.555556
4 0.652145
0.347855
5 0 0.568889
0.478629
0.236927
The exact abscissas are given in the table below.

2

1
3 0



4





5 0







The abscissas for order quadrature are roots of the Legendre polynomial , meaning they are
algebraic numbers of degrees 1, 2, 2, 4, 4, 6, 6, 8, 8, 10, 10, 12, ..., which is equal
to for (Sloane's A052928).
Similarly, the weights for order quadrature can be expressed as the roots of polynomials of degree
1, 1, 1, 2, 2, 3, 3, 4, 4, 5, 5, ..., which is equal to for (Sloane's A008619). The triangle of
polynomials whose roots determine the weights is
(17)
(18)
(19)

(20)

(21)

(22)

(23)

(24)
(Sloane's A112734).

Hermite-Gauss Quadrature
Hermite-Gauss quadrature, also called Hermite quadrature, is a Gaussian quadrature over the
interval with weighting function (Abramowitz and Stegun 1972, p. 890).
The abscissas for quadrature order are given by the roots of the Hermite polynomials ,
which occur symmetrically about 0. The weights are


(1)


(2)
where is the coefficient of in . For Hermite polynomials,
(3)
so

(4)
Additionally,

(5)
so


(6)


(7)


(8)


(9)


(10)
where (8) and (9) follow using the recurrence relation

(11)
to obtain

(12)
and (10) is from Abramowitz and Stegun (1972 p. 890).
The error term is

(13)
Beyer (1987) gives a table of abscissas and weights up to .

2 0.886227
3 0 1.18164
0.295409
4 0.804914
0.0813128
5 0 0.945309
0.393619
0.0199532
The abscissas and weights can be computed analytically for small .

2

3 0



4