Abstract

Explicit expressions are obtained for the weights of the Gauss–Radau quadrature formula for integration over the interval [−1, 1] relative to the Jacobi weight function (1− t) α (1+ t) β , α>−1, β>−1. The nodes are known to be the eigenvalues of a symmetric tridiagonal matrix, which is also obtained explicitly. Similar results hold for Gauss–Radau quadrature over the interval [0, ∞) relative to the Laguerre weight t α e −t , α>−1.

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