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Gauss-Kronrod Nodes and Weights (15-point)

List the nodes, Kronrod weights, and Gauss weights of the 15-point Gauss-Kronrod rule on the standard interval.

Input

This lists the nodes and weights of the Gauss-Kronrod (15, 7) quadrature rule. The 15-point Kronrod rule embeds the 7-point Gauss-Legendre rule, and their difference estimates the integration error.

The values are for the standard interval [−1, 1]. Apply them to any interval by transforming the nodes and weights linearly.

Result

Kronrod nodes

15

of which 7 are also Gauss nodes

Kronrod points

15

Gauss points

7

Kronrod weight sum

2

Gauss weight sum

2

Nodes and weights

Nodes are in ascending order. Gauss weights appear only on rows that are also Gauss nodes.

No.NodeKronrod weightGauss weight
1-0.99145537110.022935322
2-0.94910791230.06309209260.1294849662
3-0.86486442340.1047900103
4-0.74153118560.14065325970.2797053915
5-0.58608723550.1690047266
6-0.40584515140.19035057810.3818300505
7-0.2077849550.2044329401
800.20948214110.4179591837
90.2077849550.2044329401
100.40584515140.19035057810.3818300505
110.58608723550.1690047266
120.74153118560.14065325970.2797053915
130.86486442340.1047900103
140.94910791230.06309209260.1294849662
150.99145537110.022935322

How it works

  • The Gauss-Kronrod rule extends an n-point Gauss-Legendre rule with extra nodes to form a 2n+1 point rule. The 15-point Kronrod rule embeds the 7-point Gauss rule.
  • This table gives the nodes and weights on the standard interval. To apply them to any interval, transform the nodes and weights linearly.
  • The difference between the Kronrod and Gauss approximations estimates the integration error and underlies adaptive quadrature (for example QUADPACK QAGS).
  • Nodes are symmetric about the center, and matching nodes share the same weight.
  • Both the sum of the Kronrod weights and the sum of the Gauss weights equal the interval width (2 on the standard interval).

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