Gaussian Integration Rule/Examples

Examples of Gaussian Integration Rules

Three-Point Gauss-Chebyshev Rule

An example of a Gaussian integration rule is the three-point Gauss-Chebyshev rule:

The three-point Gauss-Chebyshev rule is a Gaussian integration rule of the form:

$\ds \int_{-1}^1 \dfrac {\map f x} {\sqrt {1 - x^2} } \rd x \approx \dfrac 1 3 \pi \paren {\map f {-\dfrac {\sqrt 3} 2} + \map f 0 + \map f {\dfrac {\sqrt 3} 2} }$