SIAM Journal on Numerical Analysis · 1970 · 50 citations · 11 references
ComputingComputer ScienceAlgorithmsProbability TheoryStochastic ProcessesApproximation AlgorithmsIntegral EquationsMethod Of MomentsNumerical AlgorithmsNumerical AnalysisNumerical IntegrationChebyshev ApproximationChebyshev Polynomial RepresentationMoment EquationsMoment-generating Functions
In this paper an algorithm is given which gives a computational solution of a class of moment problems where the moments are induced by a given complete Chebyshev system. Due to the generality of the algorithm a rather wide range of practical applications can be anticipated, especially to tasks in numerical integration, summation of series and approximation of functions.
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Calculation of Gauss quadrature rules
Gene H. Golub, John H. Welsch · Mathematics of Computation · 1969 · 1.6K citations