Geodesic
Computation of Gauss-Kronrod quadrature rules with non-positive weights
Electronic transactions on numerical analysis, Tome 9 (1999), pp. 26-38.

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: Recently Laurie presented a fast algorithm for the computation of (2n + 1)-point Gauss-Kronrod quadrature rules with real nodes and positive weights. We describe modifications of this algorithm that allow the computation of Gauss-Kronrod quadrature rules with complex conjugate nodes and weights or with real nodes and positive and negative weights.
Classification : 65D32, 65F15, 65F18
Keywords: orthogonal polynomials, indefinite measure, fast algorithm, inverse eigenvalue problem 
@article{ETNA_1999__9__a10,
     author = {Ammar, G.S. and Calvetti, D. and Reichel, L.},
     title = {Computation of {Gauss-Kronrod} quadrature rules with non-positive weights},
     journal = {Electronic transactions on numerical analysis},
     pages = {26--38},
     publisher = {mathdoc},
     volume = {9},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_1999__9__a10/}
}
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Ammar, G.S.; Calvetti, D.; Reichel, L. Computation of Gauss-Kronrod quadrature rules with non-positive weights. Electronic transactions on numerical analysis, Tome 9 (1999), pp. 26-38. http://geodesic.mathdoc.fr/item/ETNA_1999__9__a10/