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.