Journal of Approximation Theory
Journal of Approximation Theory
Orthogonality, interpolation and quadratures on the unit circle and the interval [-1,1]
Journal of Computational and Applied Mathematics
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We study the error of rational quadrature rules when functions which are analytic on a neighborhood of the set of integration are considered. A computable upper bound of the error is presented which is valid for a broad range of rational quadrature formulae and a comparison is made with the exact error for a number of numerical examples.