LEGENDRE_EXACTNESS is a FORTRAN77 program which investigates the polynomial exactness of Gauss-Legendre quadrature rules for the interval [-1,+1].
This program is actually appropriate for any quadrature rule that estimates integrals on [-1,+1], and which does not including a weighting function w(x) in the integral. This includes:
Standard Gauss-Legendre quadrature assumes that the integrand we are considering has a form like:
Integral ( -1 <= x <= +1 ) f(x) dx
A standard Gauss-Legendre quadrature rule is a set of n positive weights w and abscissas x so that
Integral ( -1 <= x <= +1 ) f(x) dxmay be approximated by
Sum ( 1 <= I <= N ) w(i) * f(x(i))
For a standard Gauss-Legendre rule, polynomial exactness is defined in terms of the function f(x). That is, we say the rule is exact for polynomials up to degree DEGREE_MAX if, for any polynomial f(x) of that degree or less, the quadrature rule will produce the exact value of
Integral ( -1 <= x <= +1 ) f(x) dx
The program starts at DEGREE = 0, and then proceeds to DEGREE = 1, 2, and so on up to a maximum degree DEGREE_MAX specified by the user. At each value of DEGREE, the program generates the corresponding monomial term, applies the quadrature rule to it, and determines the quadrature error. For comparison, it also computes and prints the error for the trapezoid rule of the same order. The program uses a scaling factor on each monomial so that the exact integral should always be 1; therefore, each reported error can be compared on a fixed scale.
The program is very flexible and interactive. The quadrature rule is defined by three files, to be read at input, and the maximum degree top be checked is specified by the user as well.
Note that the three files that define the quadrature rule are assumed to have related names, of the form
The exactness results are written to an output file with the corresponding name:
legendre_exactness prefix degree_maxwhere
If the arguments are not supplied on the command line, the program will prompt for them.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
LEGENDRE_EXACTNESS is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
EXACTNESS, a FORTRAN77 library which investigates the exactness of quadrature rules that estimate the integral of a function with a density, such as 1, exp(-x) or exp(-x^2), over an interval such as [-1,+1], [0,+oo) or (-oo,+oo).
HERMITE_EXACTNESS, a FORTRAN77 program which tests the polynomial exactness of Gauss-Hermite quadrature rules.
LAGUERRE_EXACTNESS, a FORTRAN77 program which tests the polynomial exactness of Gauss-Laguerre quadrature rules for integration over [0,+oo) with density function exp(-x).
LEGENDRE_RULE, a FORTRAN77 program which generates a Gauss-Legendre quadrature rule on request.
LEGENDRE_RULE_FAST, a FORTRAN77 program which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.
LEG_O1 is a standard Gauss-Legendre order 1 rule.
legendre_exactness leg_o1 5
LEG_O2 is a standard Gauss-Legendre order 2 rule.
legendre_exactness leg_o2 5
LEG_O4 is a standard Gauss-Legendre order 4 rule.
legendre_exactness leg_o4 10
LEG_O8 is a standard Gauss-Legendre order 8 rule.
legendre_exactness leg_o8 18
LEG_O16 is a standard Gauss-Legendre order 16 rule.
legendre_exactness leg_o16 35
LEG_O32 is a standard Gauss-Legendre order 32 rule.
legendre_exactness leg_o32 70
You can go up one level to the FORTRAN77 source codes.