Gauss-Chebyshev Quadrature uses the following weighting function:
\[
w(x) = \frac{1}{\sqrt{1 - x^2}}
\]
to evaluate integrals in the interval (-1, 1). Therefore, this method can be used for finding the
integral
\[
\int_{-1}^{+1} \frac {f(x)} {\sqrt{1 - x^2} }\,dx.
\]
This results in the evaluation points being roots of Chebyshev polynomials. In this method, both
the coefficients and the evaluation points can be calculated directly.