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Is Gauss Quadrature Better than Clenshaw–Curtis?

SIAM Rev. Volume 50, Issue 1, pp. 67-87 (2008)

Published February 1, 2008
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We compare the convergence behavior of Gauss quadrature with that of its younger brother, Clenshaw–Curtis. Seven-line MATLAB codes are presented that implement both methods, and experiments show that the supposed factor-of-2 advantage of Gauss quadrature is rarely realized. Theorems are given to explain this effect. First, following O'Hara and Smith in the 1960s, the phenomenon is explained as a consequence of aliasing of coefficients in Chebyshev expansions. Then another explanation is offered based on the interpretation of a quadrature formula as a rational approximation of $\log((z+1)/(z-1))$ in the complex plane. Gauss quadrature corresponds to Padé approximation at $z=\infty$. Clenshaw–Curtis quadrature corresponds to an approximation whose order of accuracy at $z=\infty$ is only half as high, but which is nevertheless equally accurate near $[-1,1]$.

©2008 Society for Industrial and Applied Mathematics
History: Received May 13, 2006; accepted October 23, 2006; published February 1, 2008
Permalink: http://dx.doi.org/10.1137/060659831

KEYWORDS and AMS

Keywords
AMS Subject Classifications
65D32, 41A20, 41A58

PUBLICATION DATA

ISSN:
0036-1445 (print)   1095-7200 (online)
Publisher:
AIP is a member of CrossRef SIAM

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