gl_fast_rule


gl_fast_rule, 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 information on this web page is distributed under the MIT license.

Languages:

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

Related Data and codes:

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clenshaw_curtis_rule, a Python code which returns a Clenshaw Curtis quadrature rule.

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quad_rule, 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:


Last revised on 10 May 2021.