jacobi_rule


jacobi_rule, a C++ code which generates a specific Gauss-Jacobi quadrature rule, based on user input.

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

The Gauss-Jacobi quadrature rule is used as follows:

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

Usage:

jacobi_rule order alpha beta a b filename
where

Licensing:

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

Languages:

jacobi_rule is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CCN_RULE, a C++ code which defines a nested Clenshaw Curtis quadrature rule.

CHEBYSHEV1_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

CLENSHAW_CURTIS_RULE, a C++ code which defines a Clenshaw Curtis quadrature rule.

GEGENBAUER_RULE, a C++ code which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a C++ code which can compute and print a generalized Gauss-Hermite quadrature rule.

GEN_LAGUERRE_RULE, a C++ code which can compute and print a generalized Gauss-Laguerre quadrature rule.

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

JACOBI_POLYNOMIAL, a C++ code which evaluates the Jacobi polynomial and associated functions.

jacobi_rule_test

LAGUERRE_RULE, a C++ code which can compute and print a Gauss-Laguerre quadrature rule.

LEGENDRE_RULE, a C++ code which computes a Gauss-Legendre quadrature rule.

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_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.

PATTERSON_RULE, a C++ code which computes a Gauss-Patterson quadrature rule.

QUADRATURE_RULES, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.

QUADRATURE_RULES_JACOBI, a dataset directory which contains triples of files defining Gauss-Jacobi quadrature rules.

QUADRULE, a C++ code which contains 1-dimensional quadrature rules.

TRUNCATED_NORMAL_RULE, a C++ code 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:


Last revised on 20 March 2020.