Abstract

A summation/integration method for fast summing trigonometric series is presented. The basic idea in this method is to transform the series to an integral with respect to some weight function on $\RR_+$ and then to approximate such an integral by the appropriate quadrature formulas of Gaussian type. The construction of these quadrature rules, as well as the corresponding orthogonal polynomials on $\RR_+$, are also considered. Finally, in order to illustrate the efficiency of the presented summation/integration method two numerical examples are included.

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