quadrature_least_squares_test

quadrature_least_squares_test, an Octave code which calls quadrature_least_squares(), which computes weights for sub-interpolatory quadrature rules.

Licensing:

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

Related Data and Programs:

quadrature_least_squares, an Octave code which computes weights for "sub-interpolatory" quadrature rules, that is, it estimates integrals by integrating a polynomial that approximates the function data in a least squares sense.

Source Code:

• quadrature_least_squares_test.m, calls all the tests;
• quadrature_least_squares_test.sh, runs all the tests;
• quadrature_least_squares_test.txt, the output file;

• quadrature_least_squares_test01.m, uses weight_ls() to compute quadrature rules that are comparable to Newton-Cotes rules on [-1,+1].
• quadrature_least_squares_test02.m, compares Monte Carlo and least squares estimates for the Runge function in [-5,+5].