This script computes the nodes and weights for Legendre-Gauss-Lobatto quadrature as well as the LGL-vandermonde matrix for spectral methods. The nodes are the zeros of (1-x^2)*P_N(x), which include the endpoints. For pure Gauss quadrature, Chebyshev is numerically better and has a lower Lebesgue constant then Legendre, however, the opposite is true for Gauss-Lobatto quadrature.
Greg von Winckel (2021). Legende-Gauss-Lobatto nodes and weights (https://www.mathworks.com/matlabcentral/fileexchange/4775-legende-gauss-lobatto-nodes-and-weights), MATLAB Central File Exchange. Retrieved .
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Inspired: Legendre-Pade Approximation
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