gen_laguerre_rule

gen_laguerre_rule, a FORTRAN90 code which generates a generalized Gauss-Laguerre quadrature rule, based on user input.

The rule is written to three files for easy use as input to other programs.

The generalized Gauss-Laguerre quadrature rule is used as follows:

        Integral ( A <= x < +oo ) |x-a|^alpha * exp(-b*(x-a)) f(x) dx
      

        Sum ( 1 <= i <= order ) w(i) * f(x(i))
      

Usage:

gen_laguerre_rule order alpha a b filename

• order is the number of points in the quadrature rule.
• alpha is the exponent of |x| in the weight function. The value of alpha may be any real value greater than -1.0.
• a is the left endpoint. Typically this is 0.
• b is the scale factor in the exponential, and is typically 1.
• filename specifies files to be created: file_name_w.txt, file_name_x.txt, and file_name_r.txt, containing the weights, abscissas, and interval limits.

Licensing:

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

Languages:

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

Related Data and Programs:

ALPERT_RULE, a FORTRAN90 code which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.

CCN_RULE, a FORTRAN90 code which defines a nested Clenshaw Curtis quadrature rule.

CHEBYSHEV1_RULE, a FORTRAN90 code which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a FORTRAN90 code which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

CLENSHAW_CURTIS_RULE, a FORTRAN90 code which defines a Clenshaw Curtis quadrature rule.

GEGENBAUER_RULE, a FORTRAN90 code which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a FORTRAN90 code which computes a generalized Gauss-Hermite quadrature rule.

gen_laguerre_rule_test

HERMITE_RULE, a FORTRAN90 code which computes a Gauss-Hermite quadrature rule.

INTLIB, a FORTRAN90 code which contains routines for numerical estimation of integrals in 1D.

JACOBI_RULE, a FORTRAN90 code which computes a Gauss-Jacobi quadrature rule.

LAGUERRE_POLYNOMIAL, a FORTRAN90 code which evaluates the Laguerre polynomial, the generalized Laguerre polynomials, and the Laguerre function.

LAGUERRE_RULE, a FORTRAN90 code which computes a Gauss-Laguerre quadrature rule.

LEGENDRE_RULE, a FORTRAN90 code which computes a Gauss-Legendre quadrature rule.

LEGENDRE_RULE_FAST, a FORTRAN90 code which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

LOGNORMAL_RULE, a FORTRAN90 code which can compute and print a quadrature rule for functions of a variable whose logarithm is normally distributed.

PATTERSON_RULE, a FORTRAN90 code which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.

PATTERSON_RULE_COMPUTE, a FORTRAN90 code which computes the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.

QUADRATURE_RULES_LAGUERRE, a dataset directory which contains triples of files defining Gauss-Laguerre quadrature rules.

QUADRULE, a FORTRAN90 code which contains 1-dimensional quadrature rules.

TRUNCATED_NORMAL_RULE, a FORTRAN90 code which computes a quadrature rule for a normal distribution that has been truncated to [A,+oo), (-oo,B] or [A,B].

Reference:

1. Milton Abramowitz, Irene Stegun,
   Handbook of Mathematical Functions,
   National Bureau of Standards, 1964,
   ISBN: 0-486-61272-4,
   LC: QA47.A34.
2. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.
3. Sylvan Elhay, Jaroslav Kautsky,
   Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature,
   ACM Transactions on Mathematical Software,
   Volume 13, Number 4, December 1987, pages 399-415.
4. Jaroslav Kautsky, Sylvan Elhay,
   Calculation of the Weights of Interpolatory Quadratures,
   Numerische Mathematik,
   Volume 40, 1982, pages 407-422.
5. Roger Martin, James Wilkinson,
   The Implicit QL Algorithm,
   Numerische Mathematik,
   Volume 12, Number 5, December 1968, pages 377-383.
6. Philip Rabinowitz, George Weiss,
   Tables of Abscissas and Weights for Numerical Evaluation of Integrals of the form $\int_0^{\infty} exp(-x) x^n f(x) dx$,
   Mathematical Tables and Other Aids to Computation,
   Volume 13, Number 68, October 1959, pages 285-294.
7. Arthur Stroud, Don Secrest,
   Gaussian Quadrature Formulas,
   Prentice Hall, 1966,
   LC: QA299.4G3S7.

Source Code:

• gen_laguerre_rule.f90, the source code.
• gen_laguerre_rule.sh, compiles the source code.