gegenbauer_rule, an Octave code which generates a specific Gauss-Gegenbauer quadrature rule, based on user input.
The rule is written to three files for easy use as input to other programs.
The Gauss-Gegenbauer quadrature rule is used as follows:
Integral ( A <= x <= B ) ((x-A)(B-X))^alpha f(x) dx
is to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
where alpha is a real parameter greater than -1.
gegenbauer_rule ( order, alpha, a, b, 'filename' )where
The computer code and data files described and made available on this web page are distributed under the MIT license
gegenbauer_rule is available in a C++ version and a Fortran90 version and a MATLAB version and an Octave version.
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