Lecture

Gauss-Legendre Quadrature Formulas

Description

This lecture covers the Gauss-Legendre quadrature formulas, a family of interpolatory quadrature formulas obtained by approximating functions with Legendre polynomials. The Legendre polynomials are recursively defined and orthogonal. Examples and applications are discussed, showcasing the degree of exactness and the convergence properties of the formulas.

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