Gauss-Radau formulae for Jacobi and Laguerre weight functions
Explicit expressions are obtained for the weights of the Gauss-Radau quadrature formula for integration over the interval [-1, 1] relative to the Jacobi weight function (1-t)(alpha)(1+t)(beta), alpha>-1, beta>-1. The nodes are known to be the eigenvalues of a symmetric tridiagonal matrix, which is also obtained explicitly. Similar results hold for Gauss-Radau quadrature over the interval [0, infinity) relative to the Laguerre weight t(alpha) e(-t), alpha>-1. (C) 2000 IMACS. Published by Elsevier Science B.V. All rights reserved.
gauss-radau formula laguerre weight function jacobi weight function