quad_rule, a C code which sets up a variety of quadrature rules, used to approximate the integral of a function over various domains.
The code returns the abscissas and weights for a variety of one dimensional quadrature rules for approximating the integral of a function. The best rule is generally Gauss-Legendre quadrature, but other rules offer special features, including the ability to handle certain weight functions, to approximate an integral on an infinite integration region, or to estimate the approximation error.
The information on this web page is distributed under the MIT license.
quad_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
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).
quadmom, a C code which computes a Gaussian quadrature rule for a weight function rho(x) based on the Golub-Welsch procedure that only requires knowledge of the moments of rho(x).
quadrature_rules, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.
quadrature_rules_tet, a dataset directory which contains triples of files defining various quadrature rules on tetrahedrons.
quadrature_rules_tri, a dataset directory which contains quadrature rules to be applied to triangular regions.
sandia_rules, a C code which produces 1D quadrature rules of Chebyshev, Clenshaw Curtis, Fejer 2, Gegenbauer, generalized Hermite, generalized Laguerre, Hermite, Jacobi, Laguerre, Legendre and Patterson types.