gen_laguerre_rule, a C++ 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) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
gen_laguerre_rule order alpha a b filenamewhere
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
gen_laguerre_rule is available in a C++ version and a FORTRAN90 version and a MATLAB version.
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