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Gaussian integration is cool


Brief discussion on gaussian quadrature and chebyshev-gauss quadrature

Fig 1: Comparing the accuracy of a basic integration technique (note log scale) with chebyshev-gauss quadrature At it's core, gaussian quadrature gives us a way to evaluate a definite integral of a function by using the function evaluations at special points called nodes, the exact location of which can vary depending on the technique used - we'll look at a specific example using chebyshev nodes later on. The weights are easily determined based on the specific technique, but now you need roughly half the number of function evaluations for an accurate integral approximation. The result is a highly interactive, embeddable notebook experience that's great for short blogs like this - and runs in the browser with WASM!

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Gaussian Integration