Programs for computing abscissas and weights for classical and nonclassical Gaussian quadrature formulas

Abstract

Computer programs for computing Gaussian quadrature abscissas and weights are described. For the classical case the programs use Laguerre iteration to compute abscissas as zeros of orthogonal polynomials. The polynomials are evaluated from known recursion coefficients. The nonclassical case is handled similarly except that the recursion coefficients are computed by numerical integration. A sample problem, with input and output, is presented to illustrate the use of the programs. It computes the quadrature abscissas and weights associated with the weight function over the interval (0,1) for quadrature orders from 16 to 96 in increments of 8.