1974
DOI: 10.1216/rmj-1974-4-2-287
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Modified moments and Gaussian quadratures

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Cited by 182 publications
(115 citation statements)
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“…Thus, the matrix L will be diagonal for all the cases considered in Section 6. The multi-dimensional quadrature formula is defined by considering a set of 2n moments in each direction (e.g., R 0 000 ,··· ,R 2n−1 002n−1 ), which are used to compute a set of n univariate weights and abscissas in each spatial direction, using one of the flavors the product-difference (PD) algorithm [27,33,37]. The velocity abscissas R α are then defined through the tensor product of the univariate abscissas in each direction.…”
Section: Quadrature-based Moment Methodsmentioning
confidence: 99%
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“…Thus, the matrix L will be diagonal for all the cases considered in Section 6. The multi-dimensional quadrature formula is defined by considering a set of 2n moments in each direction (e.g., R 0 000 ,··· ,R 2n−1 002n−1 ), which are used to compute a set of n univariate weights and abscissas in each spatial direction, using one of the flavors the product-difference (PD) algorithm [27,33,37]. The velocity abscissas R α are then defined through the tensor product of the univariate abscissas in each direction.…”
Section: Quadrature-based Moment Methodsmentioning
confidence: 99%
“…For the remaining moments, Eq. (3.3) provides an optimal approximation in the sense of Gaussian quadrature [27,33,37].…”
Section: Quadrature-based Moment Methodsmentioning
confidence: 99%
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“…Specifically, we need the first 2m moments to construct recursively the orthogonal polynomials up to degree m. Neither Stiefel nor Rutishauser seem to ever mention this tool, despite the fact that, in its initial phase, the Rutishauser qd algorithm serves the same purpose, as we will see. The Chebyshev algorithm was later revived, analysed and modified by Sack & Donovan (1972), Wheeler (1974) and in a series of papers by Gautschi (the first of these being Gautschi, 1970), who also came up with the name modified Chebyshev algorithm for the more stable version using modified moments. Rutishauser (1954b) was aware of the work of Hadamard (1892), Aitken (1926Aitken ( , 1931 and Lanczos (1950) when he worked on Stiefel's problem.…”
Section: Finding the Poles Of F From The Moments: Hadamard And Aitkenmentioning
confidence: 99%
“…a very elegant algorithm due to Wheeler 22 can be used to evaluate the a's and b's in terms of the α's and β's and the modified moments µ i . Details of Wheeler's algorithm can be found in refs.…”
Section: Rys Quadraturementioning
confidence: 99%