CHEBYSHEV1_RULE, a C++ program which can generate a specific Gauss-Chebyshev type 1 quadrature rule, based on user input.
The rule is written to three files for easy use as input to other programs.
The Gauss Chevbyshev type 1 quadrature rule is used as follows:
Integral ( A <= x <= B ) f(x) / sqrt ( ( x - A ) * ( B - x ) ) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
chebyshev1_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.
CHEBYSHEV1_RULE is available in a C++ version and a FORTRAN90 version and a MATLAB version.
CCN_RULE, a C++ program which defines a nested Clenshaw Curtis quadrature rule.
CHEBYSHEV_POLYNOMIAL, a C++ library which evaluates the Chebyshev polynomial and associated functions.
CHEBYSHEV2_RULE, a C++ program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
CLENSHAW_CURTIS_RULE, a C++ program which defines a Clenshaw Curtis quadrature rule.
GEGENBAUER_RULE, a C++ program which can compute and print a Gauss-Gegenbauer quadrature rule.
GEN_HERMITE_RULE, a C++ program which can compute and print a generalized Gauss-Hermite quadrature rule.
GEN_LAGUERRE_RULE, a C++ program which can compute and print a generalized Gauss-Laguerre quadrature rule.
HERMITE_RULE, a C++ program which can compute and print a Gauss-Hermite quadrature rule.
INT_EXACTNESS_CHEBYSHEV1, a C++ program which checks the polynomial exactness of a Gauss-Chebyshev type 1 quadrature rule.
JACOBI_RULE, a C++ program which can compute and print a Gauss-Jacobi quadrature rule.
LAGUERRE_RULE, a C++ program which can compute and print a Gauss-Laguerre quadrature rule.
LEGENDRE_RULE, a C++ program which can compute and print a Gauss-Legendre quadrature rule.
LINE_FELIPPA_RULE, a C++ library which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.
LINE_NCC_RULE, a C++ library which computes a Newton Cotes Closed (NCC) quadrature rule for the line, that is, for an interval of the form [A,B], using equally spaced points which include the endpoints.
LINE_NCO_RULE, a C++ library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.
PATTERSON_RULE, a C++ program which computes a Gauss-Patterson quadrature rule.
QUADRATURE_RULES, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.
QUADRATURE_RULES_CHEBYSHEV1, a dataset directory of triples of files defining standard Gauss-Chebyshev type 1 quadrature rules.
QUADRULE, a C++ library which defines 1-dimensional quadrature rules.
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TRUNCATED_NORMAL_RULE, a C++ program 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].