legendre_rule

legendre_rule, a C++ code which generates a specific Gauss-Legendre quadrature rule, based on user input.

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

The Gauss-Legendre quadrature rule is used as follows:

```        Integral ( A <= x <= B ) f(x) dx
```
is to be approximated by
```        Sum ( 1 <= i <= order ) w(i) * f(x(i))
```

Usage:

legendre_rule order a b filename
where
• order is the number of points in the quadrature rule.
• a is the left endpoint;
• b is the right endpoint.
• 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:

legendre_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.

CHEBYSHEV1_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a C++ code which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

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

GEGENBAUER_RULE, a C++ code which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a C++ code which can compute and print a generalized Gauss-Hermite quadrature rule.

GEN_LAGUERRE_RULE, a C++ code which can compute and print a generalized Gauss-Laguerre quadrature rule.

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

JACOBI_RULE, a C++ code which can compute and print a Gauss-Jacobi quadrature rule.

LAGUERRE_RULE, a C++ code which can compute and print a Gauss-Laguerre quadrature rule.

LATTICE_RULE, a C++ code which approximates M-dimensional integrals using lattice rules.

LEGENDRE_POLYNOMIAL, a C++ code which evaluates the Legendre polynomial and associated functions.

LEGENDRE_RULE_FAST, a C++ code which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

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.

LINE_NCC_RULE, a C++ code 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++ code 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++ code 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_LEGENDRE, a dataset directory which contains triples of files defining standard Gauss-Legendre quadrature rules.

QUADRULE, a C++ code which defines 1-dimensional 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. Arthur Stroud, Don Secrest,
Prentice Hall, 1966,
LC: QA299.4G3S7.

Source Code:

Last revised on 24 March 2020.