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:

Examples and Tests:

List of Routines:

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


Last revised on 20 May 2014.