The set of anti-Gaussian quadrature rules for the optimal set of quadrature rules in Borges’ sense

Abstract

Laurie in Laurie (1996) introduced anti-Gaussian quadrature rule, that gives an error equal in magnitude but of opposite sign to that of the corresponding Gaussian quadrature rule. Guided by that idea, in this paper we consider a set of anti-Gaussian quadrature rules for the optimal set of quadrature rules in Borges’ sense (see Borges (1994)), as well as the corresponding class of multiple orthogonal polynomials. The main properties of such quadrature rules and multiple orthogonal polynomials are proved and numerical methods for their constructions are presented. Some numerical examples are also included.