kronrod_test

kronrod_test, a MATLAB program which calls kronrod() to compute both a Gauss quadrature rule of order N, and the Gauss-Kronrod rule of order 2*N+1.

Licensing:

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

Related Data and Programs:

kronrod, a MATLAB library which can compute a Gauss and Gauss-Kronrod pair of quadrature rules of arbitrary order, by Robert Piessens, Maria Branders.

Source Code:

• kronrod_test.m, calls all the tests.
• kronrod_test.sh, runs all the tests.
• kronrod_test.txt, the output file.

• kronrod_test01.m, calls kronrod for a Gauss rule of order 3;
• kronrod_test02.m, calls kronrod for a Gauss rule of order 4;
• kronrod_test03.m, shows how to use kronrod to estimate an integral, and to increase the order of the approximation until an error tolerance is satisfied.