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    Chebyshev-Radau Quadrature

    Definition

    A Gaussian quadrature-like formula over the interval [-1, 1] which has weighting function W(x) = x. The general formula is integral_(-1)^1 x f(x) d x = sum_(i = 1)^n w_i[f(x_i) - f(-x_i)].

    Associated person

    Pafnuty Lvovich Chebyshev

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