clenshaw_curtis_rule, a FORTRAN90 code which generates a Clenshaw Curtis quadrature rule based on user input.
The rule is written to three files for easy use as input to other codes.
The standard Clenshaw Curtis quadrature rule is used as follows:
Integral ( A <= x <= B ) f(x) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
clenshaw_curtis_rule order a b filenamewhere
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
clenshaw_curtis_rule is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
ALPERT_RULE, a FORTRAN90 code which can set up an Alpert quadrature rule for functions which are regular, log(x) singular, or 1/sqrt(x) singular.
CCN_RULE, a FORTRAN90 code which defines a nested Clenshaw Curtis quadrature rule.
CHEBYSHEV1_RULE, a FORTRAN90 code which can compute and print a Gauss-Chebyshev type 1 quadrature rule.
CHEBYSHEV2_RULE, a FORTRAN90 code which can compute and print a Gauss-Chebyshev type 2 quadrature rule.
GEGENBAUER_RULE, a FORTRAN90 code which can compute and print a Gauss-Gegenbauer quadrature rule.
GEN_HERMITE_RULE, a FORTRAN90 code which can compute and print a generalized Gauss-Hermite quadrature rule.
GEN_LAGUERRE_RULE, a FORTRAN90 code which can compute and print a generalized Gauss-Laguerre quadrature rule.
HERMITE_RULE, a FORTRAN90 code which can compute and print a Gauss-Hermite quadrature rule.
INTLIB, a FORTRAN90 code which contains routines for numerical estimation of integrals in 1D.
JACOBI_RULE, a FORTRAN90 code which can compute and print a Gauss-Jacobi quadrature rule.
LAGUERRE_RULE, a FORTRAN90 code which can compute and print a Gauss-Laguerre quadrature rule.
LEGENDRE_RULE, a FORTRAN90 code which can compute and print a Gauss-Legendre quadrature rule.
LEGENDRE_RULE_FAST, a FORTRAN90 code which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.
LINE_NCC_RULE, a FORTRAN90 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 FORTRAN90 code which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.
LOGNORMAL_RULE, a FORTRAN90 code which can compute and print a quadrature rule for functions of a variable whose logarithm is normally distributed.
PATTERSON_RULE, a FORTRAN90 code which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.
PATTERSON_RULE_COMPUTE, a FORTRAN90 code which computes the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.
QUADRATURE_RULES_CLENSHAW_CURTIS, a dataset directory which contains quadrature rules for integration on [-1,+1], using a Clenshaw Curtis rule.
QUADRULE, a FORTRAN90 code which defines 1-dimensional quadrature rules.
TRUNCATED_NORMAL_RULE, a FORTRAN90 code which computes a quadrature rule for a normal distribution that has been truncated to [A,+oo), (-oo,B] or [A,B].