Gaussian Quadrature
Abstract
There are many such formulas
that can be found in any book on numerical methods. However,
in this paper, I have dealt only with those quadrature
formulas whose abscissae and weight coefficients are not
subject to any constraints and which are chosen so that a
maximum order of accuracy is achieved; such quadrature
formulas were first investigated by Gauss and are, therefore,
called Gaussian quadrature formulas.