Lobatto quadrature

Lobatto积分类似于Guass积分,但有如下差异:

1. 积分节点包括积分区间的端点.

2. 积分具有2n–3次代数精度,其中n是节点数.
公式如下:

Lobatto quadrature of function f(x) on interval [–1, +1]:

Abscissas:  is the st zero of . Here Pn(x) are Legendre polynomials.

Weights:

Remainder: 

Some of the weights are:


Number of points, n Points, xi Weights, wi

摘自:http://en.wikipedia.org/w/index.php?title=Gaussian_quadrature



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