Internality of generalized averaged gauss rules and their truncations for bernstein-szego weights

Abstract

Generalized averaged Gauss quadrature formulas may have nodes outside the interval of integration. Quadrature rules with nodes outside the interval of integration cannot be applied to approximate integrals with an integrand that is defined on the interval of integration only. This paper investigates when generalized averaged Gauss quadrature rules for Bernstein-Szego weight functions have all nodes in the interval of integration. Also truncated variants of these quadrature rules are considered. The relation between generalized averaged Gauss quadrature formulas and Gauss-Kronrod rules is explored.