fastgl

fastgl, a Python 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 MIT 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 codes:

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

toms655, a Python code which computes the weights for interpolatory quadrature rules; this code 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:

• fastgl.py, the source code.
• fastgl.sh, runs all the tests.
• fastgl.txt, the output file.