Also called Jacobi Quadrature or Mehler Quadrature. A Gaussian Quadrature over the interval
with Weighting Function
. The Abscissas for quadrature order
are given by the roots of the Jacobi Polynomials
. The weights are

(1) |

where is the Coefficient of in . For Jacobi Polynomials,

(2) |

(3) |

(4) | |||

(5) |

where

(6) |

(7) |

**References**

Hildebrand, F. B. *Introduction to Numerical Analysis.* New York: McGraw-Hill, pp. 331-334, 1956.

© 1996-9

1999-05-25