4.6 Article

Is Gauss quadrature better than Clenshaw-Curtis?

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SIAM REVIEW
卷 50, 期 1, 页码 67-87

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SIAM PUBLICATIONS
DOI: 10.1137/060659831

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Gauss quadrature; Newton-Cotes; Clenshaw-Curtis; Chebyshev expansion; rational approxiination; FFT; spectral methods

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We compare the convergence behavior of Gauss quadrature with that of its younger brother, Clenshaw-Curtis. Seven-line MATLAB codes are presented that implement both methods, and experiments show that the supposed factor-of-2 advantage of Gauss quadrature is rarely realized. Theorems are given to explain this effect. First, following O'Hara and Smith in the 1960s, the phenomenon is explained as a consequence of aliasing of coefficients in Chebyshev expansions. Then another explanation is offered based on the interpretation of a quadrature formula as a, rational approximation of log((z + 1)/(z - 1)) in the complex plane. Gauss quadrature corresponds to Pade approximation at z = infinity. Clenshaw-Curtis quadrature corresponds to an approximation whose order of accuracy at z = infinity is only half as high, but which is nevertheless equally accurate near [-1, 1].

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