Chebyshev-Gauss quadrature, also called Chebyshev quadrature, is a Gaussian quadrature over the interval with weighting function
(Abramowitz and Stegun 1972, p. 889). The abscissas
for quadrature order are given by the
roots of the Chebyshev
polynomial of the first kind , which occur
symmetrically about 0. The weights are
where is the coefficient of in .
For Chebyshev
polynomials of the first kind,
 |
(3)
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so
 |
(4)
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Additionally,
 |
(5)
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so
 |
(6)
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Since
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(7)
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the abscissas are given explicitly
by
![x_i=cos[((2i-1)pi)/(2n)].](/images/equations/Chebyshev-GaussQuadrature/NumberedEquation6.gif) |
(8)
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Since
where
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(11)
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all the weights are
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(12)
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The explicit formula is then
![int_(-1)^1(f(x)dx)/(sqrt(1-x^2))=pi/nsum_(k=1)^nf[cos((2k-1)/(2n)pi)]+(2pi)/(2^(2n)(2n)!)f^((2n))(xi).](/images/equations/Chebyshev-GaussQuadrature/NumberedEquation9.gif) |
(13)
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The following two tables give the numerical and analytic values for the first few points and weights.
 |  |  | | 2 |  | 1.5708 | | 3 | 0 | 1.0472 | |  | 1.0472 | | 4 |  | 0.785398 | |  | 0.785398 | | 5 | 0 | 0.628319 | |  | 0.628319 | |  | 0.628319 |
Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing. New York: Dover, p. 889, 1972.
Bronwin, B. "On the Determination of the Coefficients in Any Series of Sines and Cosines of Multiples of a Variable Angle from Particular Values of that Series."
Phil. Mag. 34, 260-268, 1849.
Hildebrand, F. B. Introduction to Numerical Analysis. New York: McGraw-Hill,
pp. 330-331, 1956.
Tchebicheff, P. "Sur les quadratures." J. de math. pures appliq. 19,
19-34, 1874.
Whittaker, E. T. and Robinson, G. "Chebyshef's Formulae." §79 in The Calculus of Observations: A Treatise on Numerical Mathematics,
4th ed. New York: Dover, pp. 158-159, 1967.
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