laguerre_rule, a MATLAB code which generates a specific Gauss-Laguerre quadrature rule, based on user input.
The rule is written to three files for easy use as input to other programs.
The Gauss-Laguerre quadrature rule is used as follows:
Integral ( a <= x < +oo ) exp ( - b * ( x - a ) ) f(x) dx
is to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
laguerre_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
laguerre_rule is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
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