filon_rule

filon_rule, a MATLAB code which approximates integrals including an oscillatory factor of sin(k*x) or cos(k*x).

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Languages:

filon_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.

Related Data and Programs:

filon_rule_test

quad_rule, a MATLAB code which defines quadrature rules for 1D domains.

Reference:

1. Stephen Chase, Lloyd Fosdick,
   An Algorithm for Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 453-457.
2. Stephen Chase, Lloyd Fosdick,
   Algorithm 353: Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 457-458.
3. Bo Einarsson,
   Algorithm 418: Calculation of Fourier Integrals,
   Communications of the ACM,
   Volume 15, Number 1, January 1972, pages 47-48.

Source Code:

• filon_fun_cos.m, uses Filon's method on integrals with a cosine factor.
• filon_tab_cos.m, uses Filon's method on integrals with a cosine factor.
• filon_fun_sin.m, uses Filon's method on integrals with a sine factor.
• filon_tab_cos.m, uses Filon's method on integrals with a sine factor.