FASTGL
Fast computation of Gauss-Legendre Quadrature Points and Weights


FASTGL is a MATLAB code which carries out the fast computation of the K-th value and weight of an N-point Gauss-Legendre quadrature rule, by Ignace Bogaert.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

FASTGL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

fastgl_test

LEGENDRE_RULE, a MATLAB code which computes a Gauss-Legendre quadrature rule.

QUADMOM, a MATLAB code which computes a Gaussian quadrature rule for a weight function rho(x) based on the Golub-Welsch procedure that only requires knowledge of the moments of rho(x).

QUADRULE, a MATLAB code which contains information about quadrature rules, both as tabulated values, and as computational procedures.

TOMS655, a MATLAB code which computes the weights for interpolatory quadrature rules; this library is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.

Reference:

  1. Ignace Bogaert,
    Iteration-free computation of Gauss-Legendre quadrature nodes and weights,
    SIAM Journal on Scientific Computing,
    Volume 36, Number 3, 2014, pages A1008-1026.

Source Code:


Last revised on 10 January 2019.