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Gauss–Laguerre quadrature : ウィキペディア英語版
Gauss–Laguerre quadrature
In numerical analysis Gauss–Laguerre quadrature is an extension of the Gaussian quadrature method for approximating the value of integrals of the following kind:
:\int_^ e^ f(x)\,dx.
In this case
:\int_^ e^ f(x)\,dx \approx \sum_^n w_i f(x_i)
where ''x''''i'' is the ''i''-th root of Laguerre polynomial ''L''''n''(''x'') and the weight ''w''''i'' is given by
〔Equation 25.4.45 in 10th reprint with corrections.〕
:w_i = \frac (x_i)">)^2}.
==For more general functions==

To integrate the function f we apply the following transformation
:\int_^f\left(x\right)dx=\int_^f\left(x\right)e^e^dx=\int_^g\left(x\right)e^dx
where g\left(x\right) := e^ f\left(x\right). For the last integral
one then uses Gauss-Laguerre quadrature. Note, that while this approach works
from an analytical perspective, it is not always numerically stable.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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