FASTGL
Fast computation of Gauss-Legendre Quadrature Points and Weights

FASTGL is a C++ library 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 made available on this web page are distributed under the BSD 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 Programs:

LEGENDRE_RULE, a C++ program which computes a Gauss-Legendre quadrature rule.

QUADMOM, a C++ library which computes a Gaussian quadrature rule for a weight function rho(x) based on the Golub-Welsch procedure that only requires knowledge of the moments of rho(x).

QUADRULE, a C++ library which contains information about quadrature rules, both as tabulated values, and as computational procedures.

TOMS655, a C++ library which computes the weights for interpolatory quadrature rules; this library 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.cpp, the source code.
• fastgl.hpp, the include file.

Examples and Tests:

• fastgl_test.cpp, a sample calling program.
• fastgl_test.txt, the output file.

List of Routines:

• GLPair computes the kth GL pair of an n-point rule.

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