Positive trigonometric Quadrature Formulas and quadrature on the unit circle

Abstract

We give several descriptions of positive quadrature formulas which are exact for trigonometric -, respectively, Laurent polynomials of degree less or equal $n-1-m$, $0\le m\le n-1$. A complete and simple description is obtained with the help of orthogonal polynomials on the unit circle. In particular it is shown that the nodes polynomial can be generated by a simple recurrence relation. As a byproduct interlacing properties of zeros of para-orthogonal polynomials are obtained. Finally, asymptotics for the quadrature weights are presented.

arXiv commentSubmitted by F. Peherstorfer to Math. Comp