Abstract
We improve an upper bound for the error of the Gauss-Legendre quadrature for analytic functions previously given by Chawla and Jain.
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References
M. M. Chawla and M. K. Jain,Error estimates for Gauss quadrature formulas for analytic functions, Math. Comp., 22 (1968), 82–90.
P. J. Davis,Interpolation and Approximation, Blaisdell, New York (1963).
P. J. Davis and P. Rabinowitz,Methods of Numerical Integration, Academic Press (1975).
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Charles Chen, T.H. An upper bound for the Gauss-Legendre quadrature error for analytic functions. BIT 22, 530–532 (1982). https://doi.org/10.1007/BF01934416
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DOI: https://doi.org/10.1007/BF01934416