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arxiv 1709.09656 v1 pith:S6DG22H4 submitted 2017-09-27 math.CA

Asymptotic approximations to the nodes and weights of Gauss-Hermite and Gauss-Laguerre quadratures

classification math.CA
keywords approximationsasymptoticquadraturesweightscomputationdegreesenoughgaussian
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Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a standalone method of computation of Gaussian quadratures for high enough degrees, with Gaussian weights computed from asymptotic approximations for the orthogonal polynomials. We provide numerical evidence showing that for degrees greater than $100$ the asymptotic methods are enough for a double precision accuracy computation ($15$-$16$ digits) of the nodes and weights of the Gauss--Hermite and Gauss--Laguerre quadratures.

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