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math.NA2019
On the Convergence of Numerical Integration as a Finite Matrix Approximation to Multiplication Operator
Juha Sarmavuori, Simo Särkkä
We study the convergence of a family of numerical integration methods where the numerical integral is formulated as a finite matrix approximation to a multiplication operator. For…
math.NA2017
Numerical Integration as a Finite Matrix Approximation to Multiplication Operator
Juha Sarmavuori, Simo Särkkä
In this article, numerical integration is formulated as evaluation of a matrix function of a matrix that is obtained as a projection of the multiplication operator on a finite-dime…