Journal of Approximation Theory
Is Gauss Quadrature Better than Clenshaw-Curtis?
SIAM Review
NIST Handbook of Mathematical Functions
NIST Handbook of Mathematical Functions
Numerical Solution of Riemann–Hilbert Problems: Painlevé II
Foundations of Computational Mathematics
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We present a new way of computing equilibrium measures numerically, based on the Riemann-Hilbert formulation. For equilibrium measures whose support is a single interval, the simple algorithm consists of a Newton-Raphson iteration where each step only involves fast cosine transforms. The approach is then generalized for multiple intervals.