FILON
Quadrature for Oscillatory Integrands
FILON
is a C++ library which
can approximate integrals in which the integrand includes an
oscillatory factor of sin(k*x) or cos(k*x).
Licensing:
The computer code and data files made available on this
web page are distributed under
the GNU LGPL license.
Languages:
FILON is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
QUADRULE,
a C++ library which
defines quadrature rules for 1D domains.
Reference:

Stephen Chase, Lloyd Fosdick,
An Algorithm for Filon Quadrature,
Communications of the Association for Computing Machinery,
Volume 12, Number 8, August 1969, pages 453457.

Stephen Chase, Lloyd Fosdick,
Algorithm 353:
Filon Quadrature,
Communications of the Association for Computing Machinery,
Volume 12, Number 8, August 1969, pages 457458.

Bo Einarsson,
Algorithm 418:
Calculation of Fourier Integrals,
Communications of the ACM,
Volume 15, Number 1, January 1972, pages 4748.
Source Code:
Examples and Tests:
List of Routines:

FILON_FUN_COS uses Filon's method on integrals with a cosine factor.

FILON_TAB_COS uses Filon's method on integrals with a cosine factor.

FILON_FUN_SIN uses Filon's method on integrals with a sine factor.

FILON_TAB_SIN uses Filon's method on integrals with a sine factor.

TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the C++ source codes.
Last revised on 20 May 2014.