alpert_rule


alpert_rule, a C code which has tabulated values that define Alpert quadrature rules of a number of orders of accuracy for functions that are regular, log singular, or power singular.

The rules defined here assume that the integral is to be taken over the interval [0,1]. The interval is divided into N+1 intervals. The leftmost and rightmost intervals are handled in a special way, depending on whether a particular kind of singularity is expected.

A singularity may exist at the left endpoint, x = 0. The cases are:

In case one, the regular Alpert rule is used in both end intervals. In case two, the power singular Alpert rule is used in the leftmost interval. In case three, the log singular Alpert rule is used in the leftmost interval.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license.

Languages:

alpert_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

alpert_rule_test

line_fekete_rule, a C code which returns the points and weights of a Fekete quadrature rule over the interior of a line segment in 1D.

line_felippa_rule, a C code which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.

line_ncc_rule, a C code which computes a Newton Cotes Closed (NCC) quadrature rule for the line, that is, for an interval of the form [A,B], using equally spaced points which include the endpoints.

line_nco_rule, a C code which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.

quadrature_weights_vandermonde, a C code which computes the weights of a quadrature rule using the Vandermonde matrix, assuming that the points have been specified.

Reference:

  1. Bradley Alpert,
    Hybrid Gauss-Trapezoidal Quadrature Rules,
    SIAM Journal on Scientific Computing,
    Volume 20, Number 5, pages 1551-1584, 1999.

Source Code:


Last revised on 23 October 2018.