#! /usr/bin/env python # def jacobi_ek_compute ( n, alpha, beta ): #*****************************************************************************80 # ## JACOBI_EK_COMPUTE: Elhay-Kautsky method for Gauss-Jacobi quadrature rule. # # Discussion: # # The integral: # # integral ( -1 <= x <= 1 ) (1-x)^alpha * (1+x)^beta * f(x) dx # # The quadrature rule: # # sum ( 1 <= i <= n ) w(i) * f ( x(i) ) # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 16 June 2015 # # Author: # # John Burkardt. # # Reference: # # Sylvan Elhay, Jaroslav Kautsky, # Algorithm 655: IQPACK, FORTRAN Subroutines for the Weights of # Interpolatory Quadrature, # ACM Transactions on Mathematical Software, # Volume 13, Number 4, December 1987, pages 399-415. # # Parameters: # # Input, integer N, the number of abscissas. # # Input, real ALPHA, BETA, the exponents of (1-X) and # (1+X) in the quadrature rule. For simple Gauss-Legendre quadrature, # set ALPHA = BETA = 0.0. -1.0 < ALPHA and -1.0 < BETA are required. # # Output, real X(N), the abscissas. # # Output, real W(N), the weights. # import numpy as np from imtqlx import imtqlx from r8_gamma import r8_gamma # # Define the zero-th moment. # zemu = 2.0 ** ( alpha + beta + 1 ) \ * r8_gamma ( alpha + 1.0 ) \ * r8_gamma ( beta + 1.0 ) \ / r8_gamma ( alpha + beta + 2.0 ) # # Define the Jacobi matrix. # bj = np.zeros ( n ) bj[0] = 4.0 * ( 1.0 + alpha ) * ( 1.0 + beta ) \ / ( ( 3.0 + alpha + beta ) * ( 2.0 + alpha + beta ) ** 2 ) for i in range ( 1, n ): ip1_r8 = float ( i + 1 ) abi = 2.0 * ip1_r8 + alpha + beta bj[i] = 4.0 * ip1_r8 * ( ip1_r8 + alpha ) * ( ip1_r8 + beta ) \ * ( ip1_r8 + alpha + beta ) \ / ( ( abi - 1.0 ) * ( abi + 1.0 ) * abi * abi ) for i in range ( 0, n ): bj[i] = np.sqrt ( bj[i] ) x = np.zeros ( n ) x[0] = ( beta - alpha ) / ( 2.0 + alpha + beta ) for i in range ( 1, n ): ip1_r8 = float ( i + 1 ) abi = 2.0 * ip1_r8 + alpha + beta x[i] = ( beta + alpha ) * ( beta - alpha ) / ( ( abi - 2.0 ) * abi ) w = np.zeros ( n ) w[0] = np.sqrt ( zemu ) # # Diagonalize the Jacobi matrix. # x, w = imtqlx ( n, x, bj, w ) for i in range ( 0, n ): w[i] = w[i] ** 2 return x, w def jacobi_ek_compute_test ( ): #*****************************************************************************80 # ## JACOBI_EK_COMPUTE_TEST tests JACOBI_EK_COMPUTE. # # Licensing: # # This code is distributed under the GNU LGPL license. # # Modified: # # 16 June 2015 # # Author: # # John Burkardt # import platform alpha = 1.5 beta = 0.5 print ( '' ) print ( 'JACOBI_EK_COMPUTE_TEST' ) print ( ' Python version: %s' % ( platform.python_version ( ) ) ) print ( ' JACOBI_EK_COMPUTE computes' ) print ( ' a generalized Jacobi quadrature rule' ) print ( ' using the Elhay-Kautsky algorithm.' ) print ( '' ) print ( ' Using ALPHA = %g' % ( alpha ) ) print ( '' ) print ( ' Index X W' ) for n in range ( 1, 11 ): x, w = jacobi_ek_compute ( n, alpha, beta ) print ( '' ) for i in range ( 0, n ): print ( ' %2d %24.16g %24.16g' % ( i, x[i], w[i] ) ) # # Terminate. # print ( '' ) print ( 'JACOBI_EK_COMPUTE_TEST:' ) print ( ' Normal end of execution.' ) return if ( __name__ == '__main__' ): from timestamp import timestamp timestamp ( ) jacobi_ek_compute_test ( ) timestamp ( )