Is Gauss Quadrature Better than Clenshaw-Curtis?

• Autores: Lloyd N. Trefethen
• Localización: SIAM Review, ISSN 0036-1445, Vol. 50, Nº. 1, 2008, págs. 67-87
• Idioma: inglés
• DOI: 10.1137/060659831
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• Resumen

  • 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 $[-1,1]$.