FASTGL
Fast computation of GaussLegendre Quadrature Points and Weights
FASTGL
is a MATLAB library which
carries out the fast computation of the Kth value and weight of an
Npoint GaussLegendre quadrature rule,
by Ignace Bogaert.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the GNU LGPL license.
Languages:
FASTGL is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.
Related Data and Programs:
LEGENDRE_RULE,
a MATLAB program which
computes a GaussLegendre quadrature rule.
QUADMOM,
a MATLAB library which
computes a Gaussian quadrature rule for a weight function rho(x)
based on the GolubWelsch procedure that only requires knowledge
of the moments of rho(x).
QUADRULE,
a MATLAB library which
contains information about quadrature rules, both as tabulated values,
and as computational procedures.
TOMS655,
a MATLAB library which
computes the weights for interpolatory quadrature rules;
this library is commonly called IQPACK,
by Sylvan Elhay and Jaroslav Kautsky.
Reference:

Ignace Bogaert,
Iterationfree computation of GaussLegendre quadrature nodes and weights,
SIAM Journal on Scientific Computing,
Volume 36, Number 3, 2014, pages A10081026.
Source Code:

besseljzero.m,
computes the kth zero of the J0(X) Bessel function.

besseljzero_test.m

besselj1squared.m,
computes the square of BesselJ(1, BesselZero(0,k)).

besselj1squared_test.m

glpair.m,
computes the kth GaussLegendre pair of an Npoint rule.

glpair_test.m

glpairs.m,
computes the kth GaussLegendre pair of an Npoint rule.

glpairs_test.m

glpairtabulated.m,
computes the kth GaussLegendre pair of an Npoint rule.

glpairtabulated_test.m

legendre_theta.m,
returns the Kth theta coordinate in an L point rule.

legendre_theta_test.m

legendre_weight.m,
returns the Kth weight in an L point rule.

legendre_weight_test.m

timestamp.m,
prints the current YMDHMS date as a time stamp.
Examples and Tests:
You can go up one level to
the MATLAB source codes.
Last revised on 06 January 2016.