Numerical Analysis

Archive for July, 2012

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numerical construction of Gauss quadrature points for arbitrary weight function

Hi,

I’m working on uncertainty quantification using probabilistic
collocation method. For this kind of computations it’s very useful to
be able to compute the Gauss quadrature points and weights,
corresponding to an arbitrary weight function. Most books show how to
find the weights for "classical" weight functions, but I don’t know
how to do it for an arbitrary one. Furthermore, the weight functions
can be defined on general intervals, e.g. compact ones ([a,b]),
infinite ([-inf,+inf]) or semi-infinite ([0,+inf]). I think (hope :)
this problem has been already solved by someone, so could you point me
to some relevant code? Thanks in advance,

Best Regards

Sergio Rossi

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Include quotes and type "phase coherence" into Google.

Include quotes and type "phase coherence" into Google.

Then you will find the fact that I stated about "phase coherence" to
be at many places in Google.

It was at the #1 TOP spot, in Google, from Sept./22/2010 . . .
to . . . Oct./04/2010 (Fitz Finds a fact! – - Phase Coherence is the
reason…)

Why did it take top spot in Google?

Because I found something Einstein tried to find but never did.

To see it click link:

http://www.amperefitz.com/top.spot.htm

Daniel P. Fitzpatrick Jr. (Fitz)

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