JACOBI_EXACTNESS
Exactness of Gauss-Jacobi Quadrature Rules

JACOBI_EXACTNESS is a FORTRAN90 program which investigates the polynomial exactness of a Gauss-Jacobi quadrature rule for the interval [-1,1] with a weight function.

The Gauss-Jacobi quadrature rule is designed to approximate integrals on the interval [-1,1], with a weight function of the form (1-x)^ALPHA * (1+x)^BETA. ALPHA and BETA are real parameters that must be greater than -1.

Gauss-Jacobi quadrature assumes that the integrand we are considering has a form like:

        Integral ( -1 <= x <= +1 ) (1-x)^alpha (1+x)^beta f(x) dx
      

For a Gauss-Jacobi rule, polynomial exactness is defined in terms of the function f(x). That is, we say the rule is exact for polynomials up to degree DEGREE_MAX if, for any polynomial f(x) of that degree or less, the quadrature rule will produce the exact value of

        Integral ( -1 <= x <= +1 ) (1-x)^alpha (1+x)^beta f(x) dx
      

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 is very flexible and interactive. The quadrature rule is defined by three files, to be read at input, and the maximum degree top be checked 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:

jacobi_exactness prefix degree_max alpha beta

• 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.
• alpha is the value of the exponent of (1-x) in the weight function; alpha should be a real number greater than -1.0.
• beta is the value of the exponent of (1+x) in the weight function; beta should be a real number greater than -1.0.

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:

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

Related Data and Programs:

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

INT_EXACTNESS, a FORTRAN90 program which tests the polynomial exactness of a quadrature rule for a finite interval.

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.

JACOBI_RULE, a FORTRAN90 program which can generate a Gauss-Jacobi quadrature rule on request.

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].

Reference:

1. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.
2. Shanjie Zhang, Jianming Jin,
   Computation of Special Functions,
   Wiley, 1996,
   ISBN: 0-471-11963-6,
   LC: QA351.C45.

Source Code:

• jacobi_exactness.f90, the source code.

Examples and Tests:

JAC_O1_A0.5_B1.5 is a Gauss-Jacobi order 1 rule with ALPHA = 0.5, BETA = 1.5.

• jac_o1_a0.5_b1.5_x.txt, the abscissas of the rule.
• jac_o1_a0.5_b1.5_w.txt, the weights of the rule.
• jac_o1_a0.5_b1.5_r.txt, defines the region for the rule.
• jac_o1_a0.5_b1.5_exact.txt, the results of the command

  jacobi_exactness jac_o1_a0.5_b1.5 5 0.5 1.5

JAC_O2_A0.5_B1.5 is a Gauss-Jacobi order 2 rule with ALPHA = 0.5, BETA = 1.5.

• jac_o2_a0.5_b1.5_x.txt, the abscissas of the rule.
• jac_o2_a0.5_b1.5_w.txt, the weights of the rule.
• jac_o2_a0.5_b1.5_r.txt, defines the region for the rule.
• jac_o2_a0.5_b1.5_exact.txt, the results of the command

  jacobi_exactness jac_o2_a0.5_b1.5 5 0.5 1.5

JAC_O4_A0.5_B1.5 is a Gauss-Jacobi order 4 rule with ALPHA = 0.5, BETA = 1.5.

• jac_o4_a0.5_b1.5_x.txt, the abscissas of the rule.
• jac_o4_a0.5_b1.5_w.txt, the weights of the rule.
• jac_o4_a0.5_b1.5_r.txt, defines the region for the rule.
• jac_o4_a0.5_b1.5_exact.txt, the results of the command

  jacobi_exactness jac_o4_a0.5_b1.5 10 0.5 1.5

JAC_O8_A0.5_B1.5 is a Gauss-Jacobi order 8 rule with ALPHA = 0.5, BETA = 1.5.

• jac_o8_a0.5_b1.5_x.txt, the abscissas of the rule.
• jac_o8_a0.5_b1.5_w.txt, the weights of the rule.
• jac_o8_a0.5_b1.5_r.txt, defines the region for the rule.
• jac_o8_a0.5_b1.5_exact.txt, the results of the command

  jacobi_exactness jac_o8_a0.5_b1.5 18 0.5 1.5

JAC_O16_A0.5_B1.5 is a Gauss-Jacobi order 16 rule with ALPHA = 0.5, BETA = 1.5.

• jac_o16_a0.5_b1.5_x.txt, the abscissas of the rule.
• jac_o16_a0.5_b1.5_w.txt, the weights of the rule.
• jac_o16_a0.5_b1.5_r.txt, defines the region for the rule.
• jac_o16_a0.5_b1.5_exact.txt, the results of the command

  jacobi_exactness jac_o16_a0.5_b1.5 35 0.5 1.5

List of Routines:

• MAIN is the main program for JACOBI_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.
• 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.
• JACOBI_INTEGRAL evaluates the integral of a monomial with Jacobi weight.
• MONOMIAL_QUADRATURE_JACOBI applies a quadrature rule to a monomial.
• R8_GAMMA evaluates Gamma(X) for a real argument.
• R8_HYPER_2F1 evaluates the hypergeometric function F(A,B,C,X).
• R8_PSI evaluates the function Psi(X).
• 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.