clenshaw_curtis_rule, a MATLAB 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 programs.
The standard Clenshaw Curtis 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))
clenshaw_curtis_rule ( order, a, b, 'filename' )where
The computer code and data files described and made available on this web page are distributed under the MIT 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 MATLAB 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 MATLAB code which defines a nested clenshaw curtis quadrature rule.
chebyshev1_rule, a MATLAB code which can compute and print a gauss-chebyshev type 1 quadrature rule.
chebyshev2_rule, a MATLAB code which can compute and print a gauss-chebyshev type 2 quadrature rule.
gegenbauer_rule, a MATLAB code which can compute and print a gauss-gegenbauer quadrature rule.
gen_hermite_rule, a MATLAB code which can compute and print a generalized gauss-hermite quadrature rule.
gen_laguerre_rule, a MATLAB code which can compute and print a generalized gauss-laguerre quadrature rule.
hermite_rule, a MATLAB code which can compute and print a gauss-hermite quadrature rule.
jacobi_rule, a MATLAB code which can compute and print a gauss-jacobi quadrature rule.
laguerre_rule, a MATLAB code which can compute and print a gauss-laguerre quadrature rule.
legendre_rule, a MATLAB code which can compute and print a gauss-legendre quadrature rule.
line_felippa_rule, a MATLAB code which returns the points and weights of a felippa quadrature rule over the interior of a line segment in 1d.
patterson_rule, a MATLAB code which computes a gauss-patterson quadrature rule.
power_rule, a MATLAB code which constructs a power rule, that is, a product quadrature rule from identical 1d factor rules.
quadrature_rules_clenshaw_curtis, a dataset directory which contains quadrature rules for integration on [-1,+1], using a clenshaw curtis rule.
truncated_normal_rule, a MATLAB 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].