chaospy.quadrature.kronrod_jacobi¶
- chaospy.quadrature.kronrod_jacobi(order, coeffs)[source]¶
Create the three-terms-recursion coefficients resulting from the Kronrod-Jacobi matrix.
Augment three terms recurrence coefficients to add extra Gauss-Kronrod terms.
- Args:
- order (int):
Order of the Gaussian quadrature rule.
- coeffs (numpy.ndarray):
Three terms recurrence coefficients of the Gaussian quadrature rule.
- Returns:
Three terms recurrence coefficients of the Gauss-Kronrod quadrature rule.