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Asymptotic Approximations to the Nodes and Weights of Gauss-Hermite and Gauss-Laguerre Quadratures

Abstract: Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a stand-alone method of computation of Gaussian quadratures for high enough degrees, with Gaussian weights computed from asymptotic approximations for the orthogonal polynomials. We provide numerical evidence showing that for degrees greater than 100, the asymptotic methods are enough for a double precision accuracy computation (15-16 digits) of the nodes and weights of the Gauss-Hermite and Gauss-Laguerre quadratures.

Other publications of the same journal or congress with authors from the University of Cantabria

 Authorship: Gil A., Segura J., Temme N.M.,

 Fuente: Studies in Applied Mathematics 140:298-332

 Publisher: Blackwell Publishing Ltd

 Publication date: 01/01/2018

 No. of pages: 34

 Publication type: Article

 DOI: 10.1111/sapm.12201

 ISSN: 0022-2526,1467-9590

 Spanish project: MTM2015-67142-P

 Publication Url: https://onlinelibrary.wiley.com/doi/abs/10.1111/sapm.12201

Authorship

TEMME, N.M.