Theorem (Gauss-Legendre
Quadrature). An approximation to the
integral
![]()
is obtained by sampling
at
the
unequally
spaced abscissas
, where the corresponding weights are
.
The abscissa's and weights for Gauss-Legendre quadrature are often
expressed in decimal form.
n=2
Rule
where ![]()
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n=3
Rule
where ![]()
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n=4
Rule
where ![]()
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n=5
Rule
where ![]()
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Remark. For ease of reading
the above list of rules has used the notation
and
instead of
and
,
respectively.
Truth.
The abscissas and weights for the rules n=2,3,4,5 can be expressed with radicals.
n=2
Rule ![]()
n=3
Rule ![]()
n=4
Rule ![[Graphics:../Images/GaussianQuadMod_gr_56.gif]](../Images/GaussianQuadMod_gr_56.gif)
n=5
Rule
The higher rules for n>5 only use decimal values for the abscissas and weights.
n=6
Rule ![]()
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where ![]()
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n=7
Rule ![]()
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where ![]()
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n=8
Rule ![]()
![]()
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where ![]()
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(c) John H. Mathews 2004