A Gaussian quadrature-like formula for numerical estimation of integrals. It uses weighting function W(x) = 1 in the interval [-1, 1] and forces all the weights to be equal. The general formula is integral_(-1)^1 f(x) d x = 2/n sum_(i = 1)^n f(x_i), where the abscissas x_i are found by taking terms up to y^n in the Maclaurin series of s_n(y) = exp{1/2 n[-2 + ln(1 - y)(1 - 1/y) + ln(1 + y)(1 + 1/y)]}, and then defining G_n(x) congruent x^n s_n(1/x).

Gaussian quadrature | Lobatto quadrature

Pafnuty Lvovich Chebyshev