In numerical analysis Chebyshev–Gauss quadrature is an extension of Gaussian quadrature method for approximating the value of integrals of the following kind:
and
In the first case
where
and the weight
Abramowitz, M & Stegun, I A, Handbook of Mathematical Functions, 10th printing with corrections (1972), Dover, . Equation 25.4.38.
In the second case
where
and the weight
Abramowitz, M & Stegun, I A, Handbook of Mathematical Functions, 10th printing with corrections (1972), Dover, . Equation 25.4.40.
See also Chebyshev polynomials Chebyshev nodes
References
External links Chebyshev-Gauss Quadrature from Wolfram MathWorld Gauss–Chebyshev type 1 quadrature and Gauss–Chebyshev type 2 quadrature, free software in C++, Fortran, and Matlab.