Error bounds of certain Gaussian quadrature formulae

We study the kernel of the remainder term of Gauss quadrature rules for analytic functions with respect to one class of Bernstein-Szego weight functions. The location on the elliptic contours where the modulus of the kernel attains its maximum value is investigated. This leads to effective error bounds of the corresponding Gauss quadratures

Error bounds of certain Gaussian quadrature formulae

AbstractWe study the kernel of the remainder term of Gauss quadrature rules for analytic functions with respect to one class of Bernstein–Szegö weight functions. The location on the elliptic contours where the modulus of the kernel attains its maximum value is investigated. This leads to effective error bounds of the corresponding Gauss quadratures

Computing approximate (block) rational Krylov subspaces without explicit inversion with extensions to symmetric matrices

It has been shown that approximate extended Krylov subspaces can be computed, under certain assumptions, without any explicit inversion or system solves. Instead, the vectors spanning the extended Krylov space are retrieved in an implicit way, via unitary similarity transformations, from an enlarged Krylov subspace. In this paper this approach is generalized to rational Krylov subspaces, which aside from poles at infinity and zero, also contain finite non-zero poles. Furthermore, the algorithms are generalized to deal with block rational Krylov subspaces and techniques to exploit the symmetry when working with Hermitian matrices are also presented. For each variant of the algorithm numerical experiments illustrate the power of the new approach. The experiments involve matrix functions, Ritz-value computations, and the solutions of matrix equations

Error estimates for Gaussian quadratures of analytic functions

For analytic functions the remainder term of Gaussian quadrature formula and its Kronrod extension can be represented as a contour integral with a complex kernel. We study these kernels on elliptic contours with foci at the points +/-1 and the sum of semi-axes Q > 1 for the Chebyshev weight functions of the first, second and third kind, and derive representation of their difference. Using this representation and following Kronrod's method of obtaining a practical error estimate in numerical integration, we derive new error estimates for Gaussian quadratures

Quadrature with multiple nodes, power orthogonality, and moment-preserving spline approximation, part ii

The paper deals with new contributions to the theory of the Gauss quadrature formulas with multiple nodes that are published after 2001, including numerical construction, error analysis and applications. The first part was published in Numerical analysis 2000, Vol. V, Quadrature and orthogonal polynomials (W. Gautschi, F. Marcellan, and L. Reichel, eds.) [J. Comput. Appl. Math. 127 (2001), no. 1-2, 267-286]

Quadrature with multiple nodes, power orthogonality, and moment-preserving spline approximation, part ii

The paper deals with new contributions to the theory of the Gauss quadrature formulas with multiple nodes that are published after 2001, including numerical construction, error analysis and applications. The first part was published in Numerical analysis 2000, Vol. V, Quadrature and orthogonal polynomials (W. Gautschi, F. Marcellan, and L. Reichel, eds.) [J. Comput. Appl. Math. 127 (2001), no. 1-2, 267-286]

Maximum of the modulus of kernels in Gauss-Turan quadratures

We study the kernels in the remainder terms of the Gauss-Turán quadrature formulae for analytic functions on elliptical contours with foci at , when the weight is a generalized Chebyshev weight function. For the generalized Chebyshev weight of the first (third) kind, it is shown that the modulus of the kernel attains its maximum on the real axis (positive real semi-axis) for each . It was stated as a conjecture in [Math. Comp. 72 (2003), 1855–1872]. For the generalized Chebyshev weight of the second kind, in the case when the number of the nodes in the corresponding Gauss-Turán quadrature formula is even, it is shown that the modulus of the kernel attains its maximum on the imaginary axis for each . Numerical examples are included

On the remainder term of Gauss-Radau quadratures for analytic functions

For analytic functions the remainder term of Gauss–Radau quadrature formulae can be represented as a contour integral with a complex kernel. We study the kernel on elliptic contours with foci at the points and a sum of semi-axes for the Chebyshev weight function of the second kind. Starting from explicit expressions of the corresponding kernels the location of their maximum modulus on ellipses is determined. The corresponding Gautschi's conjecture from [On the remainder term for analytic functions of Gauss–Lobatto and Gauss–Radau quadratures, Rocky Mountain J. Math. 21 (1991), 209–226] is proved