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Stopping functionals for Gaussian quadrature formulas. (English) Zbl 0973.41015
This paper provides an excellent survey of stopping results for Gaussian quadrature formulas, and more precisely for the so-called stopping functionals that provide estimates for the quadrature error and are, as the quadrature formulas, linear combinations of the function evaluations. The author presents the known methods and results focusing their practical aspects, that is computational complexity and quality of the error bound. In particular, based on extended formulas like the important Gauss-Kronrod and Patterson schemes, and methods which are based on Gaussian nodes, are presented and compared.

MSC:
41A55 Approximate quadratures
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