Sven-Åke Gustafson

This algorithm is a companion to [1] where the theoretical background is described

Let ƒ have n continuous derivatives on a closed interval [a, b] and let L be a linear functional. The attempt is made to approximate L(ƒ) with L(Q) where Q is a polynomial, approximating ƒ. Algorithms are developed for rapid computation of L(Q) for a wide class of selections of Q which includes the Lagrangian and Hermitian rules as special cases.