clenshaw_curtis_rule


clenshaw_curtis_rule, a MATLAB code which generates a Clenshaw Curtis quadrature rule based on user input.

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

The standard Clenshaw Curtis 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:

clenshaw_curtis_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 MIT license

Languages:

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

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clenshaw_curtis_rule_test

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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. Arthur Stroud, Don Secrest,
    Gaussian Quadrature Formulas,
    Prentice Hall, 1966,
    LC: QA299.4G3S7.

Source Code:


Last revised on 16 December 2018.