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.
Keywords for this software
References in zbMATH (referenced in 1 article )
Showing result 1 of 1.