[section:legendre_stieltjes Legendre-Stieltjes Polynomials] [h4 Synopsis] `` #include `` namespace boost{ namespace math{ template class legendre_stieltjes { public: legendre_stieltjes(size_t m); Real norm_sq() const; Real operator()(Real x) const; Real prime(Real x) const; std::vector zeros() const; } }} [h4 Description] The Legendre-Stieltjes polynomials are a family of polynomials used to generate Gauss-Konrod quadrature formulas. Gauss-Konrod quadratures are algorithms which extend a Gaussian quadrature in such a way that all abscissas are reused when computed a higher-order estimate of the integral, allowing efficient calculation of an error estimate. The Legendre-Stieltjes polynomials assist with this task because their zeros /interlace/ the zeros of the Legendre polynomials, meaning that between any two zeros of a Legendre polynomial of degree n, there exists a zero of the Legendre-Stieltjes polynomial of degree n+1. The Legendre-Stieltjes polynomials ['E[sub n+1]] are defined by the property that they have /n/ vanishing moments against the oscillatory measure ['P[sub n]], i.e., [expression [int] [sub -1][super 1] E[sub n+1](x)P[sub n](x) x[super k]dx = 0] for /k = 0, 1, ..., n/. The first few are [expression E[sub 1](x) = P[sub 1](x)] [expression E[sub 2](x) = P[sub 2](x) - 2P[sub 0](x)/5] [expression E[sub 3](x) = P[sub 3](x) - 9P[sub 1](x)/14] [expression E[sub 4](x) = P[sub 4](x) - 20P[sub 2](x)/27 + 14P[sub 0](x)/891] [expression E[sub 5](x) = P[sub 5](x) - 35P[sub 3](x)/44 + 135P[sub 1](x)/12584] where ['P[sub i]] are the Legendre polynomials. The scaling follows [@http://www.ams.org/journals/mcom/1968-22-104/S0025-5718-68-99866-9/S0025-5718-68-99866-9.pdf Patterson], who expanded the Legendre-Stieltjes polynomials in a Legendre series and took the coefficient of the highest-order Legendre polynomial in the series to be unity. The Legendre-Stieltjes polynomials do not satisfy three-term recurrence relations or have a particularly simple representation. Hence the constructor call determines what, in fact, the polynomial is. Once the constructor comes back, the polynomial can be evaluated via the Legendre series. Example usage: // Call to the constructor determines the coefficients in the Legendre expansion legendre_stieltjes E(12); // Evaluate the polynomial at a point: double x = E(0.3); // Evaluate the derivative at a point: double x_p = E.prime(0.3); // Use the norm_sq to change between scalings, if desired: double norm = std::sqrt(E.norm_sq()); [endsect] [/section:legendre_stieltjes Legendre-Stieltjes Polynomials] [/ Copyright 2017 Nick Thompson Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt). ]