Fast construction of Fejer and Clenshaw-Curtis rules for general weight functions

The main purpose of this paper is to compute the weights of Clenshaw-Curtis and Fejer type quadrature rules via DCT and DST, for general weight functions w. The approach is different from that used by Waldvogel (2006) in [10], where the author considered the computation of these sets only for the Legendre weight w equivalent to 1 using OFT arguments. (C) 2012 Elsevier Ltd. All rights reserved.