HYPERCUBE_EXACTNESS
Exactness of Multidimensional Quadrature


HYPERCUBE_EXACTNESS is a MATLAB program which investigates the polynomial exactness of a quadrature rule over the unit hypercube in M dimensions.

The polynomial exactness of a quadrature rule is defined as the highest total degree D such that the quadrature rule is guaranteed to integrate exactly all polynomials of total degree DEGREE_MAX or less, ignoring roundoff. The total degree of a polynomial is the maximum of the degrees of all its monomial terms. The degree of a monomial term is the sum of the exponents. Thus, for instance, the DEGREE of

x2y z5
is 2+1+5=8.

To be thorough, 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 every possible monomial term, applies the quadrature rule to it, and determines the quadrature error. 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 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

When running the program, the user only enters the common prefix part of the file names, which is enough information for the program to find all three files.

The exactness results are written to an output file with the corresponding name:

Usage:

hypercube_exactness ( 'prefix', degree_max )
where

If the arguments are not supplied on the command line, the program will prompt for them.

Licensing:

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

Languages:

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

Related Data and Programs:

CUBE_EXACTNESS, a MATLAB library which investigates the polynomial exactness of quadrature rules over the interior of a cube in 3D.

HYPERCUBE_GRID, a MATLAB library which computes a grid of points over the interior of a hypercube in M dimensions.

PYRAMID_EXACTNESS, a MATLAB program which investigates the polynomial exactness of a quadrature rule over the interior of the unit pyramid in 3D.

SPHERE_EXACTNESS, a MATLAB program which tests the polynomial exactness of a quadrature rule over the surface of the unit sphere in 3D.

SQUARE_EXACTNESS, a MATLAB library which investigates the polynomial exactness of quadrature rules for f(x,y) over the interior of a square (rectangle/quadrilateral) in 2D.

TETRAHEDRON_EXACTNESS, a MATLAB program which investigates the polynomial exactness of a quadrature rule over the interior of a tetrahedron in 3D.

TRIANGLE_EXACTNESS, a MATLAB program which investigates the monomial exactness quadrature rule over the interior of a triangle in 2D.

WEDGE_EXACTNESS, a MATLAB program which investigates the monomial exactness of a quadrature rule over the interior of the unit wedge in 3D.

Reference:

  1. Philip Davis, Philip Rabinowitz,
    Methods of Numerical Integration,
    Second Edition,
    Dover, 2007,
    ISBN: 0486453391,
    LC: QA299.3.D28.

Source Code:

Examples and Tests:

CC_D1_O2 is a Clenshaw-Curtis order 2 rule for 1D.

CC_D1_O3 is a Clenshaw-Curtis order 3 rule for 1D. If you are paying attention, you may be surprised to see that a Clenshaw Curtis rule of odd order has one more degree of accuracy than you'd expect!

CC_D2_O3x3 is a Clenshaw-Curtis 3x3 product rule for 2D.

CC_D3_O3x3x3 is a Clenshaw-Curtis 3x3x3 product rule for 3D.

CCGL_D2_O3x2 is a product rule for 2D whose factors are a Clenshaw-Curtis of order 3 and a Gauss-Legendre rule of order 2.

CC_D2_LEVEL0 is a Clenshaw Curtis sparse rule for 2D of level 0 and order 1.

CC_D2_LEVEL1 is a Clenshaw Curtis sparse rule for 2D of level 1 and order 5.

CC_D2_LEVEL2 is a Clenshaw Curtis sparse rule for 2D of level 2 and order 13.

CC_D2_LEVEL3 is a Clenshaw Curtis sparse rule for 2D of level 3 and order 25.

CC_D2_LEVEL4 is a Clenshaw Curtis sparse grid rule for 2D of level 4 and order 65.

CCS_D2_LEVEL4 is a Clenshaw Curtis "Slow-Exponential-Growth" sparse grid rule for 2D of level 4 and order 49.

GL_D1_O3 is a Gauss-Legendre order 3 rule for 1D.

GL_D2_O3x3 is a Gauss-Legendre 3x3 product rule for 2D.

GL_D3_O3x3x3 is a Gauss-Legendre 3x3x3 product rule for 3D.

NCC_D1_O5 is a Newton-Cotes Closed order 5 rule for 1D.

NCC_D2_O5x5 is a Newton-Cotes Closed 5x5 product rule for 2D.

NCC_D3_O125 is a Newton-Cotes Closed 5x5x5 product rule for 3D.

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


Last revised on 16 May 2007.