- Research Article
1
- 10.1007/s11075-017-0318-9
Properties of interpolatory quadrature with equidistant nodes on the unit circle
- Apr 03, 2017
- Numerical Algorithms
- Adhemar Bultheel + 1 more +1
In this paper, we study the computation of the moments associated to rational weight functions given as a power spectrum with known or unknown poles of any order in the interior of the unit disc. A recursive algebraic procedure is derived that computes the moments in a finite number of steps. We also study the associated interpolatory quadrature formulas with equidistant nodes on the unit circle. Explicit expressions are given for the positive quadrature weights in the case of a polynomial weight function. For rational weight functions with simple poles, mostly real or uniformly distributed on a circle in the open unit disc, we also obtain expressions for the quadrature weights and sufficient conditions that guarantee that they are positive. The Poisson kernel is a simple example of a rational weight function, and in the last section, we derive an asymptotic expansion of the quadrature error.
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