LEGENDRE_RULE
Gauss-Legendre Quadrature Rules

LEGENDRE_RULE is a C program which generates a specific Gauss-Legendre quadrature rule, based on user input.

The rule is written to three files for easy use as input to other programs.

The Gauss-Legendre quadrature rule is used as follows:

        Integral ( A <= x <= B ) f(x) dx
      

        Sum ( 1 <= i <= order ) w(i) * f(x(i))
      

Usage:

legendre_rule order a b filename

• order is the number of points in the quadrature rule.
• a is the left endpoint;
• b is the right endpoint.
• filename specifies the output filenames. filename_w.txt, filename_x.txt, and filename_r.txt, containing the weights, abscissas, and interval limits.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LEGENDRE_RULE is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CCN_RULE, a C program which defines one of a set of nested Clenshaw Curtis quadrature rules.

CLENSHAW_CURTIS_RULE, a C program which defines a Clenshaw Curtis quadrature rule.

HERMITE_RULE, a C program which can compute and print a Gauss-Hermite quadrature rule.

LAGUERRE_RULE, a C program which can compute and print a Gauss-Laguerre quadrature rule for estimating the integral of a function with density exp(-x) over the interval [0,+oo).

LEGENDRE_EXACTNESS, a C program which tests the monomial exactness of quadrature rules for the Legendre problem of integrating a function with density 1 over the interval [-1,+1].

LEGENDRE_POLYNOMIAL, a C library which evaluates the Legendre polynomial and associated functions.

LEGENDRE_RULE_FAST, a C program which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

LINE_FELIPPA_RULE, a C library which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.

LINE_NCC_RULE, a C library which computes a Newton Cotes Closed (NCC) quadrature rule for the line, that is, for an interval of the form [A,B], using equally spaced points which include the endpoints.

LINE_NCO_RULE, a C library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.

PATTERSON_RULE, a C program which returns the points and weights of a 1D Gauss-Patterson quadrature rule of order 1, 3, 7, 15, 31, 63, 127, 255 or 511.

QUADRATURE_RULES_LEGENDRE, a dataset directory which contains triples of files defining standard Gauss-Legendre quadrature rules.

QUADRULE, a C library which defines 1-dimensional quadrature rules.

TRUNCATED_NORMAL_RULE, a C program which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Reference:

1. Milton Abramowitz, Irene Stegun,
   Handbook of Mathematical Functions,
   National Bureau of Standards, 1964,
   ISBN: 0-486-61272-4,
   LC: QA47.A34.
2. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.
3. Sylvan Elhay, Jaroslav Kautsky,
   Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of Interpolatory Quadrature,
   ACM Transactions on Mathematical Software,
   Volume 13, Number 4, December 1987, pages 399-415.
4. Jaroslav Kautsky, Sylvan Elhay,
   Calculation of the Weights of Interpolatory Quadratures,
   Numerische Mathematik,
   Volume 40, 1982, pages 407-422.
5. Roger Martin, James Wilkinson,
   The Implicit QL Algorithm,
   Numerische Mathematik,
   Volume 12, Number 5, December 1968, pages 377-383.
6. Arthur Stroud, Don Secrest,
   Gaussian Quadrature Formulas,
   Prentice Hall, 1966,
   LC: QA299.4G3S7.

Source Code:

• legendre_rule.c, the source code.

Examples and Tests:

• leg_o4_r.txt, the region file created by the command

  
              legendre_rule 4 -1 +1 leg_o4
            

• leg_o4_w.txt, the weight file created by the command

  
              legendre_rule 4 -1 +1 leg_o4
            

• leg_o4_x.txt, the abscissa file created by the command

  
              legendre_rule 4 -1 +1 leg_o4
            

List of Routines:

• MAIN is the main program for LEGENDRE_RULE.
• CDGQF computes a Gauss quadrature formula with default A, B and simple knots.
• CGQF computes knots and weights of a Gauss quadrature formula.
• CLASS_MATRIX computes the Jacobi matrix for a quadrature rule.
• IMTQLX diagonalizes a symmetric tridiagonal matrix.
• PARCHK checks parameters ALPHA and BETA for classical weight functions.
• R8_ABS returns the absolute value of an R8.
• R8_EPSILON returns the R8 roundoff unit.
• R8_SIGN returns the sign of an R8.
• R8MAT_WRITE writes an R8MAT file with no header.
• RULE_WRITE writes a quadrature rule to three files.
• SCQF scales a quadrature formula to a nonstandard interval.
• SGQF computes knots and weights of a Gauss Quadrature formula.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C source codes.