Gauss–Radau formulae for Jacobi and Laguerre weight functions Original Research Article

Explicit expressions are obtained for the weights of the Gauss–Radau quadrature formula for integration over the interval [−1, 1] relative to the Jacobi weight function (1−t)α(1+t)β, α>−1, β>−1. The nodes are known to be the eigenvalues of a symmetric tridiagonal matrix, which is also obtained explicitly. Similar results hold for Gauss–Radau quadrature over the interval [0, ∞) relative to the Laguerre weight tα e−t, α>−1.