We present a new nonlinear optimization procedure for the computation of generalized Gaussian quadratures for a broad class of functions. While some of the components of this algorithm have been previously published, we present a simple and robust scheme for the determination of a sparse solution to an underdetermined nonlinear optimization problem which replaces the continuation scheme of the previously published works. The performance of the resulting procedure is illustrated with several numerical examples.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.