INT_EXACTNESS_CHEBYSHEV2
Exactness of Gauss-Chebyshev Type 2 Quadrature Rules


INT_EXACTNESS_CHEBYSHEV2 is a MATLAB program which investigates the polynomial exactness of a Gauss-Chebyshev type 2 quadrature rule for the interval [-1,+1].

Standard Gauss-Chebyshev type 2 quadrature assumes that the integrand we are considering has a form like:

        Integral ( -1 <= x <= +1 ) f(x) * sqrt ( 1 - x^2 ) dx
      

A standard Gauss-Chebyshev type 2 quadrature rule is a set of n positive weights w and abscissas x so that

        Integral ( -1 <= x <= +1 ) f(x) * ( sqrt ( 1 - x^2 ) dx
      
may be approximated by
        Sum ( 1 <= I <= N ) w(i) * f(x(i))
      

For a standard Gauss-Chebyshev type 2 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) * sqrt ( 1 - x^2 ) 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. 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

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.

For information on the form of these files, see the QUADRATURE_RULES directory listed below.

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

Usage:

int_exactness_chebyshev2 ( '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:

INT_EXACTNESS_CHEBYSHEV2 is available in a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CHEBYSHEV_POLYNOMIAL, a MATLAB library which evaluates the Chebyshev polynomial and associated functions.

CHEBYSHEV2_RULE, a MATLAB program which generates a Gauss-Chebyshev type 2 quadrature rule.

HERMITE_EXACTNESS, a MATLAB program which tests the polynomial exactness of Gauss-Hermite quadrature rules.

INT_EXACTNESS, a MATLAB program which tests the polynomial exactness of a quadrature rule for a finite interval.

INT_EXACTNESS_CHEBYSHEV1, a MATLAB program which tests the polynomial exactness of Gauss-Chebyshev type 1 quadrature rules.

INT_EXACTNESS_GEGENBAUER, a MATLAB program which tests the polynomial exactness of Gauss-Gegenbauer quadrature rules.

INT_EXACTNESS_GEN_HERMITE, a MATLAB program which tests the polynomial exactness of generalized Gauss-Hermite quadrature rules.

INT_EXACTNESS_GEN_LAGUERRE, a MATLAB program which tests the polynomial exactness of generalized Gauss-Laguerre quadrature rules.

INT_EXACTNESS_JACOBI, a MATLAB program which tests the polynomial exactness of Gauss-Jacobi quadrature rules.

LAGUERRE_EXACTNESS, a MATLAB program which tests the polynomial exactness of Gauss-Laguerre quadrature rules for integration over [0,+oo) with density function exp(-x).

LEGENDRE_EXACTNESS, a MATLAB program which tests the monomial exactness of quadrature rules for the Legendre problem of integrating a function with density 1 over the interval [-1,+1].

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:

CHEBY2_O1 is a standard Gauss-Chebyshev type 2 order 1 rule.

CHEBY2_O2 is a standard Gauss-Chebyshev type 2 order 2 rule.

CHEBY2_O4 is a standard Gauss-Chebyshev type 2 order 4 rule.

CHEBY2_O8 is a standard Gauss-Chebyshev type 2 order 8 rule.

CHEBY2_O16 is a standard Gauss-Chebyshev type 2 order 16 rule.

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


Last revised on 04 March 2008.