Volume 3 (2020)
Blekherman, Grigoriy; Kummer, Mario; Riener, Cordian; Schweighofer, Markus; Vinzant, Cynthia
Generalized eigenvalue methods for Gaussian quadrature rules
Annales Henri Lebesgue, Volume 3 (2020), pp. 1327-1341.

Metadata

DOI10.5802/ahl.62
Keywords quadrature, Gaussian quadrature, plane curves

Abstract

A quadrature rule of a measure μ on the real line represents a conic combination of finitely many evaluations at points, called nodes, that agrees with integration against μ for all polynomials up to some fixed degree. In this paper, we present a bivariate polynomial whose roots parametrize the nodes of minimal quadrature rules for measures on the real line. We give two symmetric determinantal formulas for this polynomial, which translate the problem of finding the nodes to solving a generalized eigenvalue problem.


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