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:

1. Stephen Chase, Lloyd Fosdick,
   An Algorithm for Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 453-457.
2. Stephen Chase, Lloyd Fosdick,
   Algorithm 353: Filon Quadrature,
   Communications of the Association for Computing Machinery,
   Volume 12, Number 8, August 1969, pages 457-458.
3. Bo Einarsson,
   Algorithm 418: Calculation of Fourier Integrals,
   Communications of the ACM,
   Volume 15, Number 1, January 1972, pages 47-48.

Source Code:

• filon.cpp, the source code.
• filon.hpp, the include file.

Examples and Tests:

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

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.