Thursday, 15 August 2013

Calculate the weigths of a quadrature with highest precision

Calculate the weigths of a quadrature with highest precision

How do I calculate the weights H0 and H1 so that the the precision of the
approximated function is as high as possible?
integrate f(x) dx from 1 to -1 =~ H0 f(-1/2) + H1 f(1/2)

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