jacobi_rule, a C++ code which generates a specific Gauss-Jacobi quadrature rule, based on user input.
The rule is written to three files for easy use as input to other programs.
The Gauss-Jacobi quadrature rule is used as follows:
Integral ( A <= x <= B ) (B-x)^alpha (x-A)^beta f(x) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
jacobi_rule order alpha beta a b filenamewhere
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
jacobi_rule is available in a C++ version and a FORTRAN90 version and a MATLAB version.
CCN_RULE, a C++ code which defines a nested Clenshaw Curtis quadrature rule.
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QUADRATURE_RULES_JACOBI, a dataset directory which contains triples of files defining Gauss-Jacobi quadrature rules.
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