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Hello,

I'm using the routine gqgenerategaussjacobi to generate points and weights for Gauss-Jacobi integration. When debugging my code I observed that the weights of the generated rules don't add up to 1, but rather to 1.0666... . Is this intentionally? And if the answer is yes, is there any particular reason for choosing the weights in such way?

Thanks for your answers.

It's alright. Sum of weights is equal to integral(a,b,1*W(x)dx) (try to calculate this integral using Gauss-Jacobi formula and you will see why).

This integral is equal to 2.0 only in the Gauss-Legendre case (alpha=beta=0.0). Note - to 2.0, not to 1.0. In the general case it may have arbitrary value.

Thank you for your reply.

I'm using Gauss-Jacobi rules to calculate the expectation of functions of beta distributed variables and therefore expected the sum of weights to be one. Thanks again for pointing out my mistake.