Computation of pairs of related Gauss-type quadrature rules

Abstract

The evaluation of Gauss-type quadrature rules is an important topic in scientific computing. To determine estimates or bounds for the quadrature error of a Gauss rule often another related quadrature rule is evaluated, such as an associated Gauss-Radau or Gauss-Lobatto rule, an anti-Gauss rule, an averaged rule, an optimal averaged rule, or a Gauss-Kronrod rule when the latter exists. We discuss how pairs of a Gauss rule and a related Gauss-type quadrature rule can be computed efficiently by a divide-and-conquer method.