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Gaussian Integration

2. Outline. IntroductionGaussian IntegrationLegendre PolynomialsN-Point Gaussian FormulaError Analysis for Gaussian IntegrationGaussian Integration for Improper IntegralsLegendre-Gaussian Integration AlgorithmsChebyshev-Gaussian Integration AlgorithmsExamples, MATLAB Implementation and Resul

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Gaussian Integration

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    1. 1 Gaussian Integration M. Reza Rahimi, Computer Science Department, Sharif University of Technology, Tehran, Iran.

    2. 2 Outline Introduction Gaussian Integration Legendre Polynomials N-Point Gaussian Formula Error Analysis for Gaussian Integration Gaussian Integration for Improper Integrals Legendre-Gaussian Integration Algorithms Chebyshev-Gaussian Integration Algorithms Examples, MATLAB Implementation and Results Conclusion

    3. 3 Introduction Newton-Cotes and Romberg Integration usually use table of the values of function. These methods are exact for polynomials less than N degrees. General formula of these methods are as bellow: In Newton-Cotes method the subintervals has the same length.

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