laguerre_rule

laguerre_rule, a C code which generates a specific Gauss-Laguerre quadrature rule, based on user input.

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

The Gauss-Laguerre quadrature rule is used as follows:

        Integral ( a <= x < +oo ) exp ( - b * ( x - a ) ) f(x) dx
      

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

Usage:

laguerre_rule order a b filename

• order is the number of points in the quadrature rule.
• a is the left endpoint. Typically this is 0.
• b is the scale factor. Typically this is 1.
• filename specifies the output filenames: filename_w.txt, filename_x.txt, and filename_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:

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

Related Data and Programs:

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

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

HERMITE_RULE, a C code which can compute and print a Gauss-Hermite quadrature rule.

LAGUERRE_EXACTNESS, a C code which checks the polynomial exactness of a Gauss-Laguerre quadrature rule.

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

laguerre_rule_test

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

LINE_FELIPPA_RULE, a C code which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.

PATTERSON_RULE, a C code which computes a Gauss-Patterson quadrature rule.

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

TRUNCATED_NORMAL_RULE, a C code which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian 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:

• laguerre_rule.c, the source code.
• laguerre_rule.sh, compiles the source code.