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In numerical analysis, a quadrature rule is an approximation of the definite integral of a function, usually stated as a weighted sum of function values at specified points within the domain of integration. (See numerical integration for more on quadrature rules.) An ''n''-point Gaussian quadrature rule, named after Carl Friedrich Gauss, is a quadrature rule constructed to yield an exact result for polynomials of degree or less by a suitable choice of the points and weights for . The domain of integration for such a rule is conventionally taken as (1 ), so the rule is stated as : Gaussian quadrature as above will only produce accurate results if the function ''f''(''x'') is well approximated by a polynomial function within the range . The method is not, for example, suitable for functions with singularities. However, if the integrated function can be written as , where is approximately polynomial and is known, then alternative weights and points that depend on the weighting function may give better results, where : Common weighting functions include (Chebyshev–Gauss) and (Gauss–Hermite). It can be shown (see Press, et al., or Stoer and Bulirsch) that the evaluation points are just the roots of a polynomial belonging to a class of orthogonal polynomials. == Gauss–Legendre quadrature == For the simplest integration problem stated above, i.e. with , the associated polynomials are Legendre polynomials, ''P''''n''(''x''), and the method is usually known as Gauss–Legendre quadrature. With the -th polynomial normalized to give ''P''''n''(1) = 1, the -th Gauss node, , is the -th root of ; its weight is given by : Some low-order rules for solving the integration problem are listed below. } || 1 |- align="center" | rowspan="2" | 3 || 0 || |- align="center" | || |- align="center" | rowspan="2" | 4 || || |- align="center" | || |- align="center" | rowspan="3" | 5 || 0 || |- align="center" | || |- align="center" | || |} == Change of interval == An integral over must be changed into an integral over before applying the Gaussian quadrature rule. This change of interval can be done in the following way: : Applying the Gaussian quadrature rule then results in the following approximation: : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Gaussian quadrature」の詳細全文を読む スポンサード リンク
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