LEGENDRE_RULE
Gauss-Legendre Quadrature Rules


LEGENDRE_RULE is a C program which generates a specific Gauss-Legendre quadrature rule, based on user input.

The rule is written to three files for easy use as input to other programs.

The Gauss-Legendre quadrature rule is used as follows:

        Integral ( A <= x <= B ) f(x) dx
      
is to be approximated by
        Sum ( 1 <= i <= order ) w(i) * f(x(i))
      

Usage:

legendre_rule order a b filename
where

Licensing:

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

Languages:

LEGENDRE_RULE is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CCN_RULE, a C program which defines one of a set of nested Clenshaw Curtis quadrature rules.

CLENSHAW_CURTIS_RULE, a C program which defines a Clenshaw Curtis quadrature rule.

HERMITE_RULE, a C program which can compute and print a Gauss-Hermite quadrature rule.

LAGUERRE_RULE, a C program which can compute and print a Gauss-Laguerre quadrature rule for estimating the integral of a function with density exp(-x) over the interval [0,+oo).

LEGENDRE_EXACTNESS, a C program which tests the monomial exactness of quadrature rules for the Legendre problem of integrating a function with density 1 over the interval [-1,+1].

LEGENDRE_POLYNOMIAL, a C library which evaluates the Legendre polynomial and associated functions.

LEGENDRE_RULE_FAST, a C program which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

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

PATTERSON_RULE, a C program which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.

QUADRATURE_RULES_LEGENDRE, a dataset directory which contains triples of files defining standard Gauss-Legendre quadrature rules.

QUADRULE, a C library which defines 1-dimensional quadrature rules.

TRUNCATED_NORMAL_RULE, a C program which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Reference:

  1. Milton Abramowitz, Irene Stegun,
    Handbook of Mathematical Functions,
    National Bureau of Standards, 1964,
    ISBN: 0-486-61272-4,
    LC: QA47.A34.
  2. Philip Davis, Philip Rabinowitz,
    Methods of Numerical Integration,
    Second Edition,
    Dover, 2007,
    ISBN: 0486453391,
    LC: QA299.3.D28.
  3. Sylvan Elhay, Jaroslav Kautsky,
    Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature,
    ACM Transactions on Mathematical Software,
    Volume 13, Number 4, December 1987, pages 399-415.
  4. Jaroslav Kautsky, Sylvan Elhay,
    Calculation of the Weights of Interpolatory Quadratures,
    Numerische Mathematik,
    Volume 40, 1982, pages 407-422.
  5. Roger Martin, James Wilkinson,
    The Implicit QL Algorithm,
    Numerische Mathematik,
    Volume 12, Number 5, December 1968, pages 377-383.
  6. Arthur Stroud, Don Secrest,
    Gaussian Quadrature Formulas,
    Prentice Hall, 1966,
    LC: QA299.4G3S7.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C source codes.


Last revised on 28 September 2013.