LAGUERRE_RULE
Gauss-Laguerre Quadrature Rules


LAGUERRE_RULE is a FORTRAN90 program which generates a specific Gauss-Laguerre quadrature rule, based on user input.

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

The Gauss-Laguerre quadrature rule is used as follows:

        Integral ( a <= x < +oo ) exp ( - b * ( x - a ) ) f(x) dx
      
is to be approximated by
        Sum ( 1 <= i <= order ) w(i) * f(x(i))
      

Usage:

laguerre_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:

LAGUERRE_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:

ALPERT_RULE, a FORTRAN90 library which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.

CCN_RULE, a FORTRAN90 program which defines a nested Clenshaw Curtis quadrature rule.

CHEBYSHEV1_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

CLENSHAW_CURTIS_RULE, a FORTRAN90 program which defines a Clenshaw Curtis quadrature rule.

GEGENBAUER_RULE, a FORTRAN90 program which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Hermite quadrature rule.

GEN_LAGUERRE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Laguerre quadrature rule.

HERMITE_RULE, a FORTRAN90 program which can compute and print a Gauss-Hermite quadrature rule.

INT_EXACTNESS, a FORTRAN90 program which checks the polynomial exactness of a 1-dimensional quadrature rule for a finite interval.

INT_EXACTNESS_LAGUERRE, a FORTRAN90 program which checks the polynomial exactness of a Gauss-Laguerre quadrature rule.

INTLIB, a FORTRAN90 library which contains routines for numerical estimation of integrals in 1D.

JACOBI_RULE, a FORTRAN90 program which can compute and print a Gauss-Jacobi quadrature rule.

LAGUERRE_EXACTNESS, a FORTRAN90 program which tests the polynomial exactness of Gauss-Laguerre quadrature rules.

LAGUERRE_POLYNOMIAL, a FORTRAN90 library which evaluates the Laguerre polynomial, the generalized Laguerre polynomials, and the Laguerre function.

LAGUERRE_TEST_INT, a FORTRAN77 library which defines test integrands for integration over [A,+oo).

LEGENDRE_RULE, a FORTRAN90 program which computes a Gauss-Legendre quadrature rule.

LEGENDRE_RULE_FAST, a FORTRAN90 program which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

LOGNORMAL_RULE, a FORTRAN90 program which can compute and print a quadrature rule for functions of a variable whose logarithm is normally distributed.

PATTERSON_RULE, a FORTRAN90 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.

PATTERSON_RULE_COMPUTE, a FORTRAN90 program which computes 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_LAGUERRE, a dataset directory which contains files defining standard Laguerre quadrature rules.

QUADRULE, a FORTRAN90 library which contains 1-dimensional quadrature rules.

TANH_SINH_RULE, a FORTRAN90 program which computes and writes out a tanh-sinh quadrature rule of given order.

TRUNCATED_NORMAL_RULE, a FORTRAN90 program which computes a quadrature rule for a normal 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. Philip Rabinowitz, George Weiss,
    Tables of Abscissas and Weights for Numerical Evaluation of Integrals of the form $\int_0^{\infty} exp(-x) x^n f(x) dx$,
    Mathematical Tables and Other Aids to Computation,
    Volume 13, Number 68, October 1959, pages 285-294.
  7. Arthur Stroud, Don Secrest,
    Gaussian Quadrature Formulas,
    Prentice Hall, 1966,
    LC: QA299.4G3S7.

Source Code:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 22 February 2010.