Quadrature as a least-squares and minimax problem

preprint2012arXivOpen access

Abstract

The vector of weights of an interpolatory quadrature rule with nn preassigned nodes is shown to be the least-squares solution ωω of an overdetermined linear system here called {\em the fundamental system} of the rule. It is established the relation between ωω and the minimax solution z∗\stackrel{\ast}{z} of the fundamental system, and shown the constancy of the ∞\infty-norms of the respective residual vectors which are equal to the {\em principal moment} of the rule. Associated to ωω and z∗\stackrel{\ast}{z} we define several parameters, such as the angle of a rule, in order to assess the main properties of a rule or to compare distinct rules. These parameters are tested for some Newton-Cotes, Fejér, Clenshaw-Curtis and Gauss-Legendre rules.

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