You have a definite integral to compute: ∫[a, b] f(x)dx, and you want a more accurate approximation than traditional numerical methods provide.
Select the number of nodes (sample points) and their corresponding weights based on a specific Gaussian quadrature rule. Common rules include the Gauss-Legendre, Gauss-Chebyshev, or Gauss-Laguerre rules.
If the integral is over a different interval or has singularities, perform a change of variables to transform it to a standard form ∫[-1, 1] g(t)dt, where t is a new variable, and g(t) is a suitable weight function.
Calculate the integral using the formula:
∫[a, b] f(x)dx ≈ ∑(i=1 to n) wi * f(xi)
Here, wi are the weights, and xi are the nodes specific to the selected Gaussian quadrature rule.
The result obtained using Gaussian quadrature provides an accurate approximation of the definite integral.
Gaussian quadrature is a highly accurate method for numerical integration and can provide very precise results for a wide range of functions.