INT_EXACTNESS
Exactness of One Dimensional Quadrature Rules

INT_EXACTNESS is a FORTRAN90 program which investigates the polynomial exactness of a one dimensional quadrature rule defined on a finite interval.

Although this program was intended for use with 1D rules, it should also work for quadrature rules defined for multiple dimensions. The spatial dimension is inferred from the form of the "X" file that is one of the input quadrature files. See the last example for a demonstration of the use of this program for a 2D quadrature rule. See the companion program NINT_EXACTNESS for a program that was explicitly intended for use in multiple dimensions.

The polynomial exactness of a quadrature rule is defined as the highest degree D such that the quadrature rule is guaranteed to integrate exactly all polynomials of degree DEGREE_MAX or less, ignoring roundoff. The degree of a polynomial is the maximum of the degrees of all its monomial terms. The degree of a monomial term is the exponent. Thus, for instance, the DEGREE of

3*x⁵ - 7*x⁹ + 27

To be thorough, the program starts at DEGREE = 0, and then proceeds to DEGREE = 1, 2, and so on up to a maximum degree DEGREE_MAX specified by the user. At each value of DEGREE, the program generates the corresponding monomial term, applies the quadrature rule to it, and determines the quadrature error. The program uses a scaling factor on each monomial so that the exact integral should always be 1; therefore, each reported error can be compared on a fixed scale.

The program is very flexible and interactive. The quadrature rule is defined by three files, to be read at input, and the maximum degree is specified by the user as well.

Note that the three files that define the quadrature rule are assumed to have related names, of the form

• prefix_x.txt
• prefix_w.txt
• prefix_r.txt

For information on the form of these files, see the QUADRATURE_RULES directory listed below.

The exactness results are written to an output file with the corresponding name:

• prefix_exact.txt

Usage:

int_exactness prefix degree_max

• prefix is the common prefix for the files containing the abscissa, weight and region information of the quadrature rule;
• degree_max is the maximum monomial degree to check. This would normally be a relatively small nonnegative number, such as 5, 10 or 15.

If the arguments are not supplied on the command line, the program will prompt for them.

Licensing:

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

Languages:

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

Related Data and Programs:

CUBE_EXACTNESS, a FORTRAN90 library which investigates the polynomial exactness of quadrature rules over the interior of a cube in 3D.

HERMITE_EXACTNESS, a FORTRAN90 program which tests the polynomial exactness of Gauss-Hermite quadrature rules.

INT_EXACTNESS_CHEBYSHEV1, a FORTRAN90 program which tests the polynomial exactness of Gauss-Chebyshev type 1 quadrature rules.

INT_EXACTNESS_CHEBYSHEV2, a FORTRAN90 program which tests the polynomial exactness of Gauss-Chebyshev type 2 quadrature rules.

INT_EXACTNESS_GEGENBAUER, a FORTRAN90 program which tests the polynomial exactness of Gauss-Gegenbauer quadrature rules.

INT_EXACTNESS_GEN_HERMITE, a FORTRAN90 program which tests the polynomial exactness of generalized Gauss-Hermite quadrature rules.

INT_EXACTNESS_GEN_LAGUERRE, a FORTRAN90 program which tests the polynomial exactness of generalized Gauss-Laguerre quadrature rules.

INT_EXACTNESS_JACOBI, a FORTRAN90 program which tests the polynomial exactness of Gauss-Jacobi quadrature rules.

LAGUERRE_EXACTNESS, a FORTRAN90 program which tests the polynomial exactness of Gauss-Laguerre quadrature rules for integration over [0,+oo) with density function exp(-x).

LEGENDRE_EXACTNESS, a FORTRAN90 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].

PYRAMID_EXACTNESS, a FORTRAN90 program which investigates the polynomial exactness of a quadrature rule for the pyramid.

SPHERE_EXACTNESS, a FORTRAN90 program which tests the polynomial exactness of a quadrature rule for the unit sphere;

SQUARE_EXACTNESS, a FORTRAN90 library which investigates the polynomial exactness of quadrature rules for f(x,y) over the interior of a rectangle in 2D.

TETRAHEDRON_EXACTNESS, a FORTRAN90 program which investigates the polynomial exactness of a quadrature rule for the tetrahedron.

TRIANGLE_EXACTNESS, a FORTRAN90 program which investigates the polynomial exactness of a quadrature rule over the interior of a triangle in 2D.

WEDGE_EXACTNESS, a FORTRAN90 program which investigates the monomial exactness of a quadrature rule over the interior of the unit wedge in 3D.

Reference:

1. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.

Source Code:

• int_exactness.f90, the source code.

Examples and Tests:

CC_D1_O2 is a Clenshaw-Curtis order 2 rule for 1D.

• cc_d1_o2_x.txt, the abscissas of the rule.
• cc_d1_o2_w.txt, the weights of the rule.
• cc_d1_o2_r.txt, defines the region for the rule.
• cc_d1_o2_exact.txt, the results of the exactness test, up to degree 5.

CC_D1_O3 is a Clenshaw-Curtis order 3 rule for 1D. If you are paying attention, you may be surprised to see that a Clenshaw Curtis rule of odd order has one more degree of accuracy than you'd expect!

• cc_d1_o3_x.txt, the abscissas of the rule.
• cc_d1_o3_w.txt, the weights of the rule.
• cc_d1_o3_r.txt, defines the region for the rule.
• cc_d1_o3_exact.txt, the results of the exactness test, up to degree 5.

GL_D1_O3 is a Gauss-Legendre order 3 rule for 1D.

• gl_d1_o3_x.txt, the abscissas of the rule.
• gl_d1_o3_w.txt, the weights of the rule.
• gl_d1_o3_r.txt, defines the region for the rule.
• gl_d1_o3_exact.txt, the results of the exactness test, up to degree 5.

NCC_D1_O5 is a Newton-Cotes Closed order 5 rule for 1D.

• ncc_d1_o5_x.txt, the abscissas of the rule.
• ncc_d1_o5_w.txt, the weights of the rule.
• ncc_d1_o5_r.txt, defines the region for the rule.
• ncc_d1_o5_exact.txt, the results of the exactness test, up to degree 7.

NCC_D2_O5X5 is a Newton-Cotes Closed order 5 tensor product rule for 2D.

• ncc_d2_o5x5_x.txt, the abscissas of the rule.
• ncc_d2_o5x5_w.txt, the weights of the rule.
• ncc_d2_o5x5_r.txt, defines the region for the rule.
• ncc_d2_o5x5_exact.txt, the results of the exactness test, up to degree 7.

List of Routines:

• MAIN is the main program for INT_EXACTNESS.
• CH_CAP capitalizes a single character.
• CH_EQI is a case insensitive comparison of two characters for equality.
• CH_TO_DIGIT returns the integer value of a base 10 digit.
• COMP_NEXT computes the compositions of the integer N into K parts.
• FILE_COLUMN_COUNT counts the number of columns in the first line of a file.
• FILE_ROW_COUNT counts the number of row records in a file.
• GET_UNIT returns a free FORTRAN unit number.
• MONOMIAL_INT01 returns the integral of a monomial over the [0,1] hypercube.
• MONOMIAL_QUADRATURE applies a quadrature rule to a monomial.
• MONOMIAL_VALUE evaluates a monomial.
• R8MAT_DATA_READ reads data from an R8MAT file.
• R8MAT_HEADER_READ reads the header from an R8MAT file.
• S_TO_I4 reads an I4 from a string.
• S_TO_R8 reads an R8 from a string.
• S_TO_R8VEC reads an R8VEC from a string.
• S_WORD_COUNT counts the number of "words" in a string.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN90 source codes.