Theorem (Gauss-Legendre Quadrature).  An approximation to the integral  

        [Graphics:Images/GaussianQuadMod_gr_27.gif]

is obtained by sampling  [Graphics:Images/GaussianQuadMod_gr_28.gif]  at the  [Graphics:Images/GaussianQuadMod_gr_29.gif]  unequally spaced abscissas  [Graphics:Images/GaussianQuadMod_gr_30.gif] , where the corresponding weights are  [Graphics:Images/GaussianQuadMod_gr_31.gif] .  
The abscissa's and weights for Gauss-Legendre quadrature are often expressed in decimal form.

 

n=2 Rule    [Graphics:Images/GaussianQuadMod_gr_32.gif]  
where      [Graphics:Images/GaussianQuadMod_gr_33.gif]
                [Graphics:Images/GaussianQuadMod_gr_34.gif]

 

n=3 Rule    [Graphics:Images/GaussianQuadMod_gr_35.gif]   
where      [Graphics:Images/GaussianQuadMod_gr_36.gif]
                [Graphics:Images/GaussianQuadMod_gr_37.gif]
                [Graphics:Images/GaussianQuadMod_gr_38.gif]

 

n=4 Rule    [Graphics:Images/GaussianQuadMod_gr_39.gif]  
where      [Graphics:Images/GaussianQuadMod_gr_40.gif]
                [Graphics:Images/GaussianQuadMod_gr_41.gif]
                [Graphics:Images/GaussianQuadMod_gr_42.gif]
                [Graphics:Images/GaussianQuadMod_gr_43.gif]

 

n=5 Rule    [Graphics:Images/GaussianQuadMod_gr_44.gif]  
where      [Graphics:Images/GaussianQuadMod_gr_45.gif]
                [Graphics:Images/GaussianQuadMod_gr_46.gif]
                [Graphics:Images/GaussianQuadMod_gr_47.gif]
                [Graphics:Images/GaussianQuadMod_gr_48.gif]
                [Graphics:Images/GaussianQuadMod_gr_49.gif]

 

Remark. For ease of reading the above list of rules has used the notation [Graphics:Images/GaussianQuadMod_gr_50.gif] and [Graphics:Images/GaussianQuadMod_gr_51.gif] instead of  [Graphics:Images/GaussianQuadMod_gr_52.gif] and [Graphics:Images/GaussianQuadMod_gr_53.gif], respectively.

Truth.

    The abscissas and weights for the rules n=2,3,4,5 can be expressed with radicals.  

 

n=2 Rule    [Graphics:../Images/GaussianQuadMod_gr_54.gif]

 

n=3 Rule    [Graphics:../Images/GaussianQuadMod_gr_55.gif]

 

n=4 Rule    [Graphics:../Images/GaussianQuadMod_gr_56.gif]

 

n=5 Rule    [Graphics:../Images/GaussianQuadMod_gr_57.gif]  

 

The higher rules for n>5 only use decimal values for the abscissas and weights.

 

n=6 Rule    [Graphics:../Images/GaussianQuadMod_gr_58.gif][Graphics:../Images/GaussianQuadMod_gr_59.gif]
where      [Graphics:../Images/GaussianQuadMod_gr_60.gif]
                [Graphics:../Images/GaussianQuadMod_gr_61.gif]
                [Graphics:../Images/GaussianQuadMod_gr_62.gif]
                [Graphics:../Images/GaussianQuadMod_gr_63.gif]
                [Graphics:../Images/GaussianQuadMod_gr_64.gif]
                [Graphics:../Images/GaussianQuadMod_gr_65.gif]

 

n=7 Rule    [Graphics:../Images/GaussianQuadMod_gr_66.gif][Graphics:../Images/GaussianQuadMod_gr_67.gif][Graphics:../Images/GaussianQuadMod_gr_68.gif]
where      [Graphics:../Images/GaussianQuadMod_gr_69.gif]
                [Graphics:../Images/GaussianQuadMod_gr_70.gif]
                [Graphics:../Images/GaussianQuadMod_gr_71.gif]
                [Graphics:../Images/GaussianQuadMod_gr_72.gif]
                [Graphics:../Images/GaussianQuadMod_gr_73.gif]
                [Graphics:../Images/GaussianQuadMod_gr_74.gif]
                [Graphics:../Images/GaussianQuadMod_gr_75.gif]

 

n=8 Rule    [Graphics:../Images/GaussianQuadMod_gr_76.gif][Graphics:../Images/GaussianQuadMod_gr_77.gif][Graphics:../Images/GaussianQuadMod_gr_78.gif][Graphics:../Images/GaussianQuadMod_gr_79.gif]
where      [Graphics:../Images/GaussianQuadMod_gr_80.gif]
                [Graphics:../Images/GaussianQuadMod_gr_81.gif]
                [Graphics:../Images/GaussianQuadMod_gr_82.gif]
                [Graphics:../Images/GaussianQuadMod_gr_83.gif]
                [Graphics:../Images/GaussianQuadMod_gr_84.gif]
                [Graphics:../Images/GaussianQuadMod_gr_85.gif]
                [Graphics:../Images/GaussianQuadMod_gr_86.gif]
                [Graphics:../Images/GaussianQuadMod_gr_87.gif]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2004