filon_rule

filon_rule, a C code which uses Filon's method to approximate integrals including an oscillatory factor of sin(k*x) or cos(k*x).

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

filon_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.

Related Data and Programs:

filon_rule_test

c_rule, a C code which computes a quadrature rule which estimates the integral of a function f(x), which might be defined over a one dimensional region (a line) or more complex shapes such as a circle, a triangle, a quadrilateral, a polygon, or a higher dimensional region, and which might include an associated weight function w(x).

Reference:

1. Stephen Chase, Lloyd Fosdick,
   An Algorithm for Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 453-457.
2. Stephen Chase, Lloyd Fosdick,
   Algorithm 353: Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 457-458.
3. Bo Einarsson,
   Algorithm 418: Calculation of Fourier Integrals,
   Communications of the ACM,
   Volume 15, Number 1, January 1972, pages 47-48.

Source Code:

• filon_rule.c, the source code.
• filon_rule.sh, compiles the source code.
• filon_rule.h, the include file.