Gaussovy kvadratury

Abstract

Gaussian quadrature is one of the methods we use for numerical integration of functions, that are too difficult or even impossible to integrate. In this bachelor thesis we first remind some parts of mathematical analysis and linear algebra used for working with quadrature formulas. Then we will introduce the concept of quadrature formula and explore some of its properties. Thereafter we will follow up a construction of a quadrature with maximum accuracy and determine the error of approximation. Further chapters are devoted to specific quadrature formulas used for approximation of integral of particular types of functions. One of the quadrature formulas we will analyse in detail. Some of its properties will allow to considerably simplify its construction. The best way how to reveal the advantages of quadrature formula is to compare it with the other numerical method, the Simpson's rule.