GAUSSH

Abscissae and weights for the Gauss-Laguerre quadrature formula. A program is described which calculates the abscissae and weights for the Gauss-Laguerre quadrature formula for integrals of the form ∫ 0 ∞ e -x x α f(x)dx very rapidly and with high accuracy even in the case of many abscissae. The abscissae are given by the zeros of the Laguerre polynomials, which are found by the Newton- Raphson method with suitable initial approximations. The program is useful for the problem in the case of an integrand f(x) oscillating rapidly.

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References in zbMATH (referenced in 1 article )

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  1. Takemasa, Tadashi: Abscissae and weights for the Gauss-Laguerre quadrature formula (1988)