JOURNAL OF RESEARC H of th e Notional Bureau of Standards - B.

Mathematic s and Mathematical Physics

Vol. 70B , N o.2, April - June 1966

On Abstract Numerical Integrations

John J. Sopka *

National Bureau of Standards, Boulder, Colo.

(March 10, 1966)

Let X be a s pace of fun c tion s, say X c C(K), K loca lly co mp act Hausdorff, le t IEX* be an int~ gral
on X and le t M* C X* be a giv e n s ub space of "simple" functiona ls, then it is des ired to obta in!!n leM~
for given n, leM";, C M*; M";, bein g a su itable" dim ens ion a l s llb s pa ce d e t e rmin ed so th a t: I - I
annihi lates a given finit e dim e ns iona l s ub s pace X, C X. In thi s ge ne ral context, th e abst ract a na lysis
of nllm e ri ca l int egration is de ve lop ed a nd ce rtain speci fi c app li cati o ns are mad e.

Key Word s: Nu me ri ca l int egrat.ion s, abs trac t Gauss ian quadrature me th ocls.

1. Introduction Thu s one ca n write : l = L I (ji) l ;+ l iJt EXt and

In th e develo pm ent of num e ri cal integrati on formu-

las, one is give n a fun c ti on space X, say X C C(K),
l; = L Yij X; where x; = x:f
where K is so me locally co mpact Hau sdorff space,
and an integral lEX*_ It is th e n d esire d to find an
IEM * C X*, where M* is a s ub space ge nera!:e d b y a Th e n l= L. LJ ( If;)Y;Jx~ + l1
famil y of "simpl e" integral s {x:} s uc h th a t l can be
said to approximate l in some give n se nse.
In ordinary quadrature, th e family {xn are given or I= l - li = L (L lfiY;J) xj' (1)
~y x~l= fix",) VJEC(KJ where xaEK_ An ele me nt J I

lEM '" is said to app rox imate the giv e n integral l if

1- LEX t whe re X t is the s ub space in X* of all anni- Th e fun c tional I th erefore de pe nd s o n th e selec ted set
hill a tors of a giv e n su bs pace Xw C X. {x:;}, that is on M~, on the ll; and on th e coefficie nts
The followin g paper s ummarizes the esse ntial m at he - Yij i, j = 1 . _ . n.
m ati cal stru c ture of num eri cal integrati on me thod s
with the purpose of ex te ndin g syste matically the class The rela tio ns L Yiixjl,. = oil. i, k = 1 ... n ca n be
of s uc h me thods_ J
put in matrix form: [[0 = I where I is th e id e ntity
2. General Analysis matrix , f = (Yij) ro = (xJ/I")' Now [0 is non sin gular
fq,r any give n M~ s in ce M~ tota l over Xo impli es th at
Let Xc C(K) and le t Xo C X be a s ubs pace ~ dim L T"XJfi,= Oj = 1. _. n is possible o nly when T,, = O
Xo = nand Xo is generated b y a given se t of n "basis" "=1
fun c tions {/k}. In X* take M* a subspace generated k = 1 .. _ 11- H e nce th e ma trix f = ro
1 is d e te rmine d
by a given family {x:} of lin early inde pe ndent func- once [0 is kn own .
tionals with the properti es: M * is total over Xo and If the {jiJ are s uch that th e /ji,~re read ily e valuated
{x;} n X~ is void wh ere X& = {l ; lEX*, ll= O,fEX o} . the n the probl e m of d e terminin g l is th a t of s p ecifying
If M ~ C M * designates a subspace generated by n of M~ or a conespo ndin g basis {x:;} _ U nd e r the co n-
the x;, say {X"'i} i = 1 __ _ n so that dim M~ = n, then ~itions imposed thus far with dim Xo = dim M;, = n
+
one has X * = X & M .~ since the d efi cie ncy of X &= di m
l w ill not in general be unique without additional
Xo = 11- Also M ~ is total over Xo as js readily ~ee n.
condition s on X and/or the M:_
If lEX* is a given integral'.3then 3- [EM ~ ~l = [+ l1>
where l i EX i and J such an l for eac h subspace Mi,
as defined above . For any such given subspace Mi, 3. Specific Cases
J l; EM;' i = 1 ... n~ l;fi.. = Oik i, k = 1 . . . n Oik = 1
i = k, Oil; = 0 i=l= k. This follows from M;, being total In certain quadrature procedures, such as the New-
over X o. ton-Cotes formulas, M~ is specified a priori by
choosing the X:i. The subspace Xo in these
·Co ns ult an l-Math c mat ics, N.at iona l Bureau of S t a ndards, Bou lder. Colo. cases is such that the [fi are easily calculated and thus 1

137
is determined. For instance , the Parabolic Rule has Given the 13k, solution for the x/f: j = 1 . . . II follows
1= I
X I
X3
dx , where Xo is the space over the Reals gen-
from the relations (5) when they are solvable. Deter-
mination of the func tionals xj j = 1 . . . n proceeds
erated by rheji,= Xk - I, k = 1,2,3 and xZ!= j{Xi) for given from the values of the xU; when the xj are sufficiently
real numbers XI, X2=t (X I +X3), X3. simple, for example , a one parameter family lik e those
In Gaussian quadrature methods , the following in the examples below.
additional conditi ons limit the c hoice of M~. Consider Now, L =(lf~+q) is nonsingular if and only if ~
a subspace XI C X, where XI :::J Xo and XI has genera- scalars
tors Uk}, k=1 ... p, p>n'/k=fkfork=1 . . . n.
Now if T is a linear tran sformation on X ;} fk = Tfk-I
= Tk - If;. Then T induces a linear transformation Ek =1= 0, k = 1 . . . II;} I (tl Edk+ q) = 0
Q on X * given by Qlj= If= ITj, V lEX* , fEX .
Consequently xl fl,· = (Qxj)fi,· - I = (Qk-IX*)f; and one can q= O n-I.
write:
Since these last relations can be written as:
ljk= L (~ LJ;Yij) Qk- 1Xj*fj for k= 1 .. . p .
J I

(2)
Since the matrix ro = (x; fk) = (Qk- 1X; n for j , one has, in this general context, an orthogonality con-
k = l. . n is nonsingular, the n-tuple (QllxjfD dition stating that no n - 1 degree " polynomial" in T
j = 1 .. n corresponding to is orthogonal in this sense to all n -1 degree poly-
nomials in T. The n-equations (7) can also be written
as:
lfn+1= L (L Iklij) QnXj*fl
J I
q=O . .. n-l
is linearly dependent on the rows of r 0, i.e.
(9)
/I

Qllxffl = L f3kQ k- IXj*fl j= 1 . .. n. (3)

~,hich states that the n degree polynomial Tn-
k= 1
L {3,.-Tk- 1 is orthogonal, in this sense, to all n-l
This gives the relationship k= 1
degree polynomials in T.
- 11_
- Thus if X o, X" M,f satisfy the conditions imj)osed ,
If,: + 1 = L {3klf~· (4)
it WilS seen in the general section above thatJ·/EM~;}
k= 1
I-LEX t. The preceding disc ussion shows that if
Now, if for M~.L = {f; fEX!, xff= 0, j = 1 n} E.x
1- T t then (9) follows. Conversely, if 3- 13k ;)(9)
one also assumes: TM~~ C M~.L that is, xj*f = 0 implies holds one shows directly I-LEX t using (5) and (6).
xtTf = 0 = Qxjf for j = 1 . . . n then this condition, Consequently one has the following statement ana-
plus the statement: logous to the ordinary Gaussian quadrature theorem
[1] which is usually stated in terms of classical orthog-

( Qn - i
1= 1
(3kQk- l) xj*f.' = 0 j = 1 ... n (5)
onal polynomials: If X o, XI, M~ satisfy all the condi-
tions imposed above thenr IEM~ ~ L- LEX t if and
n

will imply that

only if j- an II degree "polynomial" Tn - L f3 k Tk- l
k= 1
orthogonal as in (9) to all polynomials in T of degree
( Qn+Q_ i
k= 1
f3 kQk+Q- I) xj*f: = 0 j=l . . . n,yq < no
(6) 4. Applications
Taking q = 0 , 1 . . . n - 1 one gets the n equations In ordinary Gaussian quadrature , the above spe-
cializes to the case where Xo = {Xi- I; i = 1 . . . n} ,
(7) XI = {Xi-I; i = 1 . . . 2n} , and the {x ~} are defined by
xlf= f(x a ) . Then the other Gaussian conditions are
seen to hold when T is ~ (Tf)(x) = f(x)x.
In Gaussian quadrature, the stronger condition
l-lEXtCX~ is imposed . Thus, if I-TEXt , if the
An interesting nonclassical application is to L= !o1 dx
j~ + q are such that the IR+Qare readily obtained and if on the space X=Co(K)={f; fEC(K) , K= [O , 1]/(O)=f(l)
the matrix L = (lR +Q), k=1 . . . n, q = O . . . n - l = O}. The natural basis function~; here are sin 7rkx
is nonsingular the n the 13k ca n be obtained uniquely. or the equivalent functions fk(X) = sin 7rX (cos 7rX)k- l.

138
Take Xu, X I; with this basis and x; defined by where Xo = 0 , Xl = 0.4239
x; f = f(Xa) , Xa E[0 , 1]. Take T~T f(x) = f(x) cos 7TX
then TM~l. CM~l. and one gets: X3 = 1. 792 X4 = 2.640

l = 0.39 (xt + xi) for n=2 [= 0.99200 L.:' dx + 0.81425 L~2 dx+0.41032 L~ dx
1= 0.205 (xt + xt) + 0.24 7 (x~' + xi) for n=4
+ 0 .09445 L:'"dx
1= 0.18502 (xt + xi) + 0.12306 (xf + xi) for n=6.
+ 0.16882 (x: + xt)
+ 0.00702 Ix:- dx + 0.00008 Ix:6 dx
Another application is to L= 1'" k(x)dx for some for n=6

X= {r; fEC(K), If exists, r

weight function k(x) e.g., k(x) =e- x2 . Here K= [0,00]

f(t)dt exists
where Xo= 0 Xl = 0.27779
X3= 1.2090
X6= 3.3556.
Xt = 0.68991
X4= 1.8138 x5=2.5 104

and is easily obtained for arbitrary x EK}' Greater detail on the development of suc h formulas
and their utility will be given in a subsequent paper.

Take fk(X) = kXk - l , let :xjf=k(~j)

I Xj f(x)dx. For Xo
Xj _1 S. References
= 0 Xj _1< ~j < Xj and take T give n by Tj(x) =xf(x)
[IJ Hild e bra nd , F . B., Introd uc ti on to N um e ri ca l Analysis, p. 3 19
+ lox J(t)dt then TM~l. C M;;~ and one ge ts: (Mc-G raw -Hill Book Co., In c ., New York , N. Y. 1956).
[21 Ezrohi . I. A., Ge ne ral Fo rm s of th e Re maind er Term~ of Lin ea r
[= 0.922 I x,
Xo
dx + 0.195
I X2
X I
dx
Formulas in Multidim e nsiona l Approximate Analysis I a nd Il .
Math Sbo rnik 38 (80) p. 389; Math Rev. 18, 33. Math S bornik
43 (85) p. 9; Ma th Rev. 19,1199.
Tor n = 2~ [3 1 Hamm er , P. c., Numeri cal Evaluation of Multiple Int egral s
on Numerical Approximation , p. 99, ed. R. E. La nger, Univ e r-
wh e re xo= O, x l = 0.754, x2= 1.734 sit y of W isco nsi n (1959).
[4] Remez, E. 1. , On Ce rt ain C lasses of Lin ea r Functionals in th e
Spaces. Cpand o n th e Remaind er T e rm in Formulas of Approxi-
l = 0.9798 {' x, dx + 0.6188 ( X;lx + 0.1386 I X"dx mat e Analysis I and 11. Trud y '1n -T a Matem Akad , Nauk ,
Jxo Jx, ,x'2 U kr. S.S.R.3, p. 21. Trudy In -T a Mate m, Akad , Na uk , Ukr.
S.S .R .4, p. 47 , Math Rev 2, 195.
[5J Sa rd , A., Function spaces and approximation , Amer. Math. Soc.
Numerical Analysis Proc. Sy mp . Appl. Math 6, 177.
[6] Day , M. M. , No rm e d Lin ea r Spaces (Spr in ge r , Be rlin, 1958).
for /1 =4 (Paper 70B-173)

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