Quadrature Methods for Numerical Integration

A review of Gaussian quadrature for numerical integration. Discusses Lagrange's interpolation and the theory of orthogonal polynomials.

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Cite as:
Saad, T. "Quadrature Methods for Numerical Integration". Weblog entry from Please Make A Note. http://pleasemakeanote.blogspot.com/2011/04/quadrature-methods-for-numerical.html