alpert_rule


alpert_rule, a MATLAB code which has tabulated values that define Alpert quadrature rules of a number of orders of accuracy for functions that are regular, log singular, or power singular.

The rules defined here assume that the integral is to be taken over the interval [0,1]. The interval is divided into N+1 intervals. The leftmost and rightmost intervals are handled in a special way, depending on whether a particular kind of singularity is expected.

A singularity may exist at the left endpoint, x = 0. The cases are:

In case one, the regular Alpert rule is used in both end intervals. In case two, the power singular Alpert rule is used in the leftmost interval. In case three, the log singular Alpert rule is used in the leftmost interval.

Licensing:

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

Languages:

alpert_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.

Related Data and Programs:

alpert_rule_test

matlab_rule, a MATLAB 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. Bradley Alpert,
    Hybrid Gauss-Trapezoidal Quadrature Rules,
    SIAM Journal on Scientific Computing,
    Volume 20, Number 5, pages 1551-1584, 1999.

Source Code:


Last revised on 02 November 2018.