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Chebyshev-Gauss Quadrature


Chebyshev-Gauss quadrature, also called Chebyshev quadrature, is a Gaussian quadrature over the interval [-1,1] with weighting function W(x)=(1-x^2)^(-1/2) (Abramowitz and Stegun 1972, p. 889). The abscissas for quadrature order n are given by the roots of the Chebyshev polynomial of the first kind T_n(x), which occur symmetrically about 0. The weights are

w_i=-(A_(n+1)gamma_n)/(A_nT_n^'(x_i)T_(n+1)(x_i))
(1)
=(A_n)/(A_(n-1))(gamma_(n-1))/(T_(n-1)(x_i)T_n^'(x_i)),
(2)

where A_n is the coefficient of x^n in T_n(x),

 gamma_n=A_npi(x),
(3)

and pi(x) the order-n Lagrange interpolating polynomial for T_n(x).

For Chebyshev polynomials of the first kind,

 A_n=2^(n-1),
(4)

so

 (A_(n+1))/(A_n)=2.
(5)

Additionally,

 gamma_n=1/2pi,
(6)

so

 w_i=-pi/(T_(n+1)(x_i)T_n^'(x_i)).
(7)

Since

 T_n(x)=cos(ncos^(-1)x),
(8)

the abscissas are given explicitly by

 x_i=cos[((2i-1)pi)/(2n)].
(9)

Since

T_n^'(x_i)=((-1)^(i+1)n)/(sinalpha_i)
(10)
T_(n+1)(x_i)=(-1)^isinalpha_i,
(11)

where

 alpha_i=((2i-1)pi)/(2n),
(12)

all the weights are

 w_i=pi/n.
(13)

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).
(14)

The following two tables give the numerical and analytic values for the first few points and weights.

nx_iw_i
2+/-0.7071071.5708
301.0472
+/-0.8660251.0472
4+/-0.3826830.785398
+/-0.923880.785398
500.628319
+/-0.5877850.628319
+/-0.9510570.628319
2+/-1/2sqrt(2)1/2pi
301/3pi
3+/-1/2sqrt(3)1/3pi
4+/-1/2sqrt(2-sqrt(2))1/4pi
4+/-1/2sqrt(2+sqrt(2))1/4pi
501/5pi
5+/-1/2sqrt(1/2(5-sqrt(5)))1/5pi
5+/-1/2sqrt(1/2(5+sqrt(5)))1/5pi

See also

Gaussian Quadrature

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References

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.

Referenced on Wolfram|Alpha

Chebyshev-Gauss Quadrature

Cite this as:

Weisstein, Eric W. "Chebyshev-Gauss Quadrature." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Chebyshev-GaussQuadrature.html

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