clenshaw_curtis_rule, a C code which generates a Clenshaw Curtis quadrature rule based on user input.
The rule is written to three files for easy use as input to other programs.
The standard Clenshaw Curtis quadrature rule is used as follows:
Integral ( A <= x <= B ) f(x) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
clenshaw_curtis_rule order a b filenamewhere
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
clenshaw_curtis_rule is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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