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Extensions of Gauss Quadrature Via Linear Programming
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Ryu, Ernest K. | - |
dc.contributor.author | Boyd, Stephen P. | - |
dc.date.accessioned | 2023-12-11T06:51:41Z | - |
dc.date.available | 2023-12-11T06:51:41Z | - |
dc.date.created | 2020-06-23 | - |
dc.date.issued | 2015-08 | - |
dc.identifier.citation | Foundations of Computational Mathematics, Vol.15 No.4, pp.953-971 | - |
dc.identifier.issn | 1615-3375 | - |
dc.identifier.uri | https://hdl.handle.net/10371/198499 | - |
dc.description.abstract | Gauss quadrature is a well-known method for estimating the integral of a continuous function with respect to a given measure as a weighted sum of the function evaluated at a set of node points. Gauss quadrature is traditionally developed using orthogonal polynomials. We show that Gauss quadrature can also be obtained as the solution to an infinite-dimensional linear program (LP): minimize the th moment among all nonnegative measures that match the through moments of the given measure. While this infinite-dimensional LP provides no computational advantage in the traditional setting of integration on the real line, it can be used to construct Gauss-like quadratures in more general settings, including arbitrary domains in multiple dimensions. | - |
dc.language | 영어 | - |
dc.publisher | Springer Verlag | - |
dc.title | Extensions of Gauss Quadrature Via Linear Programming | - |
dc.type | Article | - |
dc.identifier.doi | 10.1007/s10208-014-9197-9 | - |
dc.citation.journaltitle | Foundations of Computational Mathematics | - |
dc.identifier.wosid | 000358262500004 | - |
dc.identifier.scopusid | 2-s2.0-84939000347 | - |
dc.citation.endpage | 971 | - |
dc.citation.number | 4 | - |
dc.citation.startpage | 953 | - |
dc.citation.volume | 15 | - |
dc.description.isOpenAccess | N | - |
dc.contributor.affiliatedAuthor | Ryu, Ernest K. | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.subject.keywordPlus | RULES | - |
dc.subject.keywordAuthor | Gauss quadrature | - |
dc.subject.keywordAuthor | Semi-infinite programming | - |
dc.subject.keywordAuthor | Convex optimization | - |
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