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Fast construction of the Fejér and Clenshaw-Curtis quadrature rules. (English) Zbl 1091.65028
Summary: We present an elegant algorithm for stably and quickly generating the weights of Fejér’s quadrature rules and of the Clenshaw-Curtis rule. The weights for an arbitrary number of nodes are obtained as the discrete Fourier transform of an explicitly defined vector of rational or algebraic numbers. Since these rules have the capability of forming nested families, some of them have gained renewed interest in connection with quadrature over multi-dimensional regions.
MSC:
65D32Quadrature and cubature formulas (numerical methods)
41A55Approximate quadratures
Software:
IQPACK
References:
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