quad_rule

quad_rule, a MATLAB code which sets quadrature rules, used to approximate the integral of a function over various domains.

quad_rule 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.

Licensing:

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

Languages:

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.

Related Data and Programs:

quad_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).

Source Code:

• cdgqf.m computes a Gauss quadrature formula with default A, B and simple knots.
• cgqf.m computes knots and weights of a Gauss quadrature formula.
• chebyshev_set.m, sets abscissas and weights for Chebyshev quadrature.
• chebyshev1_compute.m computes a Gauss-Chebyshev type 1 quadrature rule.
• chebyshev1_integral.m evaluates a monomial Chebyshev type 1 integral.
• chebyshev1_set.m, sets a Chebyshev Type 1 rule.
• chebyshev2_compute.m computes a Gauss-Chebyshev type 2 quadrature rule.
• chebyshev2_integral.m evaluates a monomial Chebyshev type 2 integral.
• chebyshev2_set.m, sets a Chebyshev Type 2 rule.
• chebyshev3_compute.m, computes a Gauss-Chebyshev type 3 quadrature rule.
• chebyshev3_integral.m evaluates a monomial Chebyshev type 3 integral.
• chebyshev3_set.m, sets a Chebyshev Type 3 rule.
• class_matrix.m computes the Jacobi matrix for a quadrature rule.
• clenshaw_curtis_compute.m, computes a Clenshaw-Curtis quadrature rule.
• clenshaw_curtis_set.m, sets up Clenshaw-Curtis quadrature.
• fejer1_compute.m, computes a Fejer type 1 quadrature rule.
• fejer1_set.m, sets a Fejer type 1 quadrature rule.
• fejer2_compute.m, computes a Fejer type 2 quadrature rule.
• fejer2_set.m, sets a Fejer type 2 quadrature rule.
• gegenbauer_integral.m evaluates the integral of a monomial with Gegenbauer weight.
• gegenbauer_ek_compute.m computes a Gauss-Gegenbauer quadrature rule.
• gegenbauer_ss_compute.m computes a Gauss-Gegenbauer quadrature rule.
• gegenbauer_ss_recur.m finds the value and derivative of a Gegenbauer polynomial.
• gegenbauer_ss_root.m improves an approximate root of a Gegenbauer polynomial.
• gen_hermite_dr_compute.m, computes a generalized Gauss-Hermite quadrature rule.
• gen_hermite_ek_compute.m, computes a generalized Gauss-Hermite quadrature rule.
• gen_hermite_integral.m, evaluates a monomial generalized Hermite integral.
• gen_laguerre_ek_compute.m, computes a generalized Gauss-Laguerre quadrature rule.
• gen_laguerre_integral.m, evaluates a monomial generalized Laguerre integral.
• gen_laguerre_ss_compute.m, computes a generalized Gauss-Laguerre quadrature rule.
• gen_laguerre_ss_recur.m, finds the value and derivative of a generalized Laguerre polynomial.
• gen_laguerre_ss_root.m, improves an approximate root of a generalized Laguerre polynomial.
• hermite_ek_compute.m, computes a Gauss-Hermite quadrature rule.
• hermite_gk16_set.m, sets a Genz-Keister Hermite quadrature rule.
• hermite_gk18_set.m, sets a Genz-Keister Hermite quadrature rule.
• hermite_gk22_set.m, sets a Genz-Keister Hermite quadrature rule.
• hermite_gk24_set.m, sets a Genz-Keister Hermite quadrature rule.
• hermite_integral.m, returns the value of a Hermite integral.
• hermite_probabilist_set.m, sets abscissas and weights for Hermite probabilist quadrature.
• hermite_set.m, sets abscissas and weights for Hermite quadrature with density exp(-x^2).
• hermite_1_set.m, sets abscissas and weights for Hermite quadrature with density 1.
• hermite_ss_compute.m, computes a Gauss-Hermite quadrature rule.
• hermite_ss_recur.m, finds the value and derivative of a Hermite polynomial.
• hermite_ss_root.m, improves an approximate root of a Hermite polynomial.
• imtqlx.m diagonalizes a symmetric tridiagonal matrix.
• jacobi_ek_compute.m, computes a Gauss-Jacobi quadrature rule.
• jacobi_integral.m, evaluates the integral of a monomial with Jacobi weight.
• jacobi_ss_compute.m, computes a Gauss-Jacobi quadrature rule.
• jacobi_ss_recur.m, finds the value and derivative of a Jacobi polynomial.
• jacobi_ss_root.m, improves an approximate root of a Jacobi polynomial.
• kronrod_set.m, sets abscissas and weights for Gauss-Kronrod quadrature.
• laguerre_ek_compute.m, computes a Gauss-Laguerre quadrature rule.
• laguerre_integral.m, evaluates a monomial Laguerre integral.
• laguerre_set.m, sets abscissas and weights for Laguerre quadrature with density rho(x)=exp(-x).
• laguerre_1_set.m, sets abscissas and weights for Laguerre quadrature with density rho(x)=1.
• laguerre_ss_compute.m, computes a Gauss-Laguerre quadrature rule.
• laguerre_ss_recur.m, finds the value and derivative of a Laguerre polynomial.
• laguerre_ss_root.m, improves an approximate root of a Laguerre polynomial.
• laguerre_sum.m, carries out Laguerre quadrature over [ A, +oo ).
• legendre_dr_compute.m, Gauss-Legendre quadrature by Davis-Rabinowitz method.
• legendre_ek_compute.m, Gauss-Legendre quadrature by Elhay-Kautsky method.
• legendre_integral.m, evaluates a monomial Legendre integral.
• legendre_ss_compute.m, Gauss-Legendre quadrature by Stroud-Secrest method.
• legendre_ss_recur.m, finds the value and derivative of a Legendre polynomial.
• legendre_ss_root.m, improves an approximate root of a Legendre polynomial.
• legendre_set.m, sets abscissas and weights for Gauss-Legendre quadrature.
• lobatto_compute.m, computes abscissas and weights for Lobatto quadrature.
• lobatto_set.m, sets abscissas and weights for Lobatto quadrature.
• nc_compute_weights.m, computes weights for a Newton-Cotes quadrature rule.
• ncc_compute.m, computes a Newton-Cotes Closed quadrature rule.
• ncc_set.m, sets abscissas and weights for Newton-Cotes Closed quadrature.
• nco_compute.m, computes a Newton-Cotes Open quadrature rule.
• nco_set.m, sets abscissas and weights for Newton-Cotes Open quadrature.
• ncoh_compute.m, computes a Newton-Cotes "open half" quadrature rule.
• ncoh_compute_set.m
• ncoh_set.m, sets abscissas and weights for Newton-Cotes "open-half" quadrature.
• parchk.m checks parameters ALPHA and BETA for classical weight functions.
• patterson_set.m, sets abscissas and weights for Patterson quadrature.
• psi_values.m, returns selected values of the psi function.
• r8_factorial2.m, evaluates the double factorial function.
• r8_hyper_2f1.m, evaluates the hypergeometric function F(A,B,C,X).
• r8_psi.m, evaluates the Psi function.
• r8_sign.m returns the sign of an R8.
• r8vec_reverse.m, reverses the elements of an R8VEC.
• radau_compute.m, computes abscissas and weights for Radau quadrature.
• radau_set.m, sets abscissas and weights for Radau quadrature.
• scqf.m scales a quadrature formula to a nonstandard interval.
• sgqf.m computes knots and weights of a Gauss Quadrature formula.