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Название: Computation of Gauss-Kronrod quadrature rules
Авторы: Ammar G.S., Calvetti D., Reichel L.
Аннотация:
Recently Laurie presented a fast algorithm for the computation of (2n + 1)-point Gauss-Kronrod quadrature rules with real nodes and positive weights. We describe modifications of this algorithm that allow the computation of Gauss-Kronrod quadrature rules with complex conjugate nodes and weights or with real nodes and positive and negative weights.