gen_laguerre_rule, an Octave code which generates a specific 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
is to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
gen_laguerre_rule ( order, alpha, a, b, 'filename' )where
The computer code and data files described and made available on this web page are distributed under the MIT license
gen_laguerre_rule is available in a C++ version and a Fortran90 version and a MATLAB version and an Octave version.
alpert_rule, an Octave code which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.
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clenshaw_curtis_rule, an Octave code which defines a Clenshaw Curtis quadrature rule.
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hermite_rule, an Octave code which computes a Gauss-Hermite quadrature rule.
jacobi_rule, an Octave code which computes a Gauss-Jacobi quadrature rule.
laguerre_rule, an Octave code which computes a Gauss-Laguerre quadrature rule.
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legendre_rule_fast, an Octave code which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.
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quadrature_rules_laguerre, a dataset directory which contains triples of files defining Gauss-Laguerre quadrature rules.
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