Article,

Gauss--Radau Formulae for Jacobi and Laguerre Weight Functions

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Mathematics and Computers in Simulation, (2000)
DOI: 10.1016/S0378-4754(00)00179-8

Abstract

Explicit expressions are obtained for the weights of the Gauss–Radau quadrature formula for integration over the interval −1, 1 relative to the Jacobi weight function (1−t)α(1+t)β, α>−1, β>−1. The nodes are known to be the eigenvalues of a symmetric tridiagonal matrix, which is also obtained explicitly. Similar results hold for Gauss–Radau quadrature over the interval 0, ∞) relative to the Laguerre weight View the MathML source, α>−1.

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