Article thumbnail




Abstract. Recently Laurie presented a new algorithm for the computation of (2n+1)-point Gauss-Kronrod quadrature rules with real nodes and positive weights. This algorithm first determines a symmetric tridiagonal matrix of order 2n + 1 from certain mixed moments, and then computes a partial spectral factorization. We describe a new algorithm that does not require the entries of the tridiagonal matrix to be determined, and thereby avoids computations that can be sensitive to perturbations. Our algorithm uses the consolidation phase of a divide-and-conquer algorithm for the symmetric tridiagonal eigenproblem. We also discuss how the algorithm can be applied to compute Kronrod extensions of Gauss-Radau and Gauss-Lobatto quadrature rules. Throughout the paper we emphasize how the structure of the algorithm makes efficient implementation on parallel computers possible. Numerical examples illustrate the performance of the algorithm. 1

Year: 2011
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.