To secure a numerically stable computation of the matrix *G*, the
Gegenbauer polynomials
are evaluated with the aid of their recurrence relation (12).

For each of the *N* (*N*+1)/2 matrix entries which have to be computed we
need 3 arithmetic operations for the scalar products of the
vectors and and arithmetic operations for the
evaluation of the Gegenbauer-polynomials using the recurrence
relation (12). Thus, the computation of *G*
requires arithmetic operations.
Because of the symmetry of *G* we used Cholesky-decomposition to solve the
system of equations (13).
This requires operations.
The calculation of the weights therefore needs arithmetic operations.

Thu Dec 23 19:39:35 CET 1999