A Nonlinear Optimization Procedure for Generalized Gaussian Quadratures

Abstract

We present a new nonlinear optimization procedure for the computation of generalized Gaussian quadratures for a broad class of functions. While some of the components of this algorithm have been previously published, we present a simple and robust scheme for the determination of a sparse solution to an underdetermined nonlinear optimization problem which replaces the continuation scheme of the previously published works. The performance of the resulting procedure is illustrated with several numerical examples.

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Document Details

Document Type
Technical Report
Publication Date
Jun 30, 2008
Accession Number
ADA489478

Entities

People

  • James Bremer
  • Vladimir Rokhlin
  • Zydrunas Gimbutas

Organizations

  • University of California, Davis

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Arithmetic
  • Computations
  • Equations
  • Gaussian Quadrature
  • Helmholtz Equations
  • Integral Equations
  • Integrals
  • Interpolation
  • Nonlinear Systems
  • Numbers
  • Numerical Analysis
  • Optimization
  • Real Numbers
  • Simplex Method
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis
  • Linear Algebra