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In numerical analysis, Gauss–Jacobi quadrature is a method of numerical quadrature based on Gaussian quadrature. Gauss–Jacobi quadrature can be used to approximate integrals of the form : where ƒ is a smooth function on (1 ) and ''α'', ''β'' > −1. The interval (1 ) can be replaced by any other interval by a linear transformation. Thus, Gauss–Jacobi quadrature can be used to approximate integrals with singularities at the end points. Gauss–Legendre quadrature is a special case of Gauss–Jacobi quadrature with ''α'' = ''β'' = 0. Similarly, Chebyshev–Gauss quadrature arises when one takes ''α'' = ''β'' = ±½. More generally, the special case ''α'' = ''β'' turns Jacobi polynomials into Gegenbauer polynomials, in which case the technique is sometimes called Gauss–Gegenbauer quadrature. Gauss–Jacobi quadrature uses ''ω''(''x'') = (1 − ''x'')''α'' (1 + ''x'')''β'' as the weight function. The corresponding sequence of orthogonal polynomials consist of Jacobi polynomials. Thus, the Gauss–Jacobi quadrature rule on ''n'' points has the form : where ''x''1, …, ''x''''n'' are the roots of the Jacobi polynomial of degree ''n''. The weights ''λ''1, …, ''λ''''n'' are given by the formula : where Γ denotes the Gamma function and ''P''''n'' the Jacobi polynomial of degree ''n''. ==References== * . 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「Gauss–Jacobi quadrature」の詳細全文を読む スポンサード リンク
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