Assumptions:n∈Z≥1andρ∈Randρ>1andInteriorClosure(Eρ)⊂HolomorphicDomain(f(z),z,C)
References:
- L. N. Trefethen, Is Gauss Quadrature Better than Clenshaw-Curtis? SIAM Rev., 50(1), 67-87. DOI:10.1137/060659831
TeX:
\left|\int_{-1}^{1} f\!\left(t\right) \, dt - \sum_{k=1}^{n} w_{n,k} f\!\left(x_{n,k}\right)\right| \le \frac{64 M}{15 \left(1 - {\rho}^{-2}\right) {\rho}^{2 n}}\; \text{ where } M = \mathop{\operatorname{sup}}\limits_{t \in \mathcal{E}_{\rho}} \left|f\!\left(t\right)\right|
n \in \mathbb{Z}_{\ge 1} \,\mathbin{\operatorname{and}}\, \rho \in \mathbb{R} \,\mathbin{\operatorname{and}}\, \rho \gt 1 \,\mathbin{\operatorname{and}}\, \operatorname{InteriorClosure}\!\left(\mathcal{E}_{\rho}\right) \subset \operatorname{HolomorphicDomain}\!\left(f\!\left(z\right), z, \mathbb{C}\right)
Definitions:
Fungrim symbol | Notation | Short description |
---|
Abs | ∣z∣
| Absolute value |
GaussLegendreWeight | wn,k
| Gauss-Legendre quadrature weight |
LegendrePolynomialZero | xn,k
| Legendre polynomial zero |
Pow | ab
| Power |
Supremum | P(x)supf(x)
| Supremum of a set or function |
BernsteinEllipse | Eρ
| Bernstein ellipse with foci -1,+1 and semi-axis sum rho |
ZZGreaterEqual | Z≥n
| Integers greater than or equal to n |
RR | R
| Real numbers |
CC | C
| Complex numbers |
Source code for this entry:
Entry(ID("47b181"),
Formula(Where(LessEqual(Abs(Sub(Integral(f(t), Tuple(t, -1, 1)), Sum(Mul(GaussLegendreWeight(n, k), f(LegendrePolynomialZero(n, k))), Tuple(k, 1, n)))), Div(Mul(64, M), Mul(Mul(15, Sub(1, Pow(rho, -2))), Pow(rho, Mul(2, n))))), Equal(M, Supremum(Abs(f(t)), t, Element(t, BernsteinEllipse(rho)))))),
Variables(f, n, rho),
Assumptions(And(Element(n, ZZGreaterEqual(1)), Element(rho, RR), Greater(rho, 1), Subset(InteriorClosure(BernsteinEllipse(rho)), HolomorphicDomain(f(z), z, CC)))),
References("L. N. Trefethen, Is Gauss Quadrature Better than Clenshaw-Curtis? SIAM Rev., 50(1), 67-87. DOI:10.1137/060659831"))