SIMPLEX_GM_RULE
Grundmann-Moeller Quadrature Rules for the Simplex in M dimensions

SIMPLEX_GM_RULE is a Python library which defines Grundmann-Moeller quadrature rules over the interior of a simplex in M dimensions.

The user can choose the spatial dimension M, thus defining the region to be a triangle (M = 2), tetrahedron (M = 3) or a general M-dimensional simplex.

The user chooses the index S of the rule. Rules are available with index S = 0 on up. A rule of index S will exactly integrate any polynomial of total degree 2*S+1 or less.

The rules are defined on the unit M-dimensional simplex. A simple linear transformation can be used to map the vertices and weights to an arbitrary simplex, while preserving the accuracy of the rule.

Licensing:

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

Languages:

SIMPLEX_GM_RULE is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

ANNULUS_RULE, a Python library which computes a quadrature rule for estimating integrals of a function over the interior of a circular annulus in 2D.

SIMPLEX_GRID, a Python library which generates a regular grid of points over the interior of an arbitrary simplex in M dimensions.

Reference:

1. Paul Bratley, Bennett Fox, Linus Schrage,
   A Guide to Simulation,
   Second Edition,
   Springer, 1987,
   ISBN: 0387964673,
   LC: QA76.9.C65.B73.
2. Bennett Fox,
   Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
   ACM Transactions on Mathematical Software,
   Volume 12, Number 4, December 1986, pages 362-376.
3. Axel Grundmann, Michael Moeller,
   Invariant Integration Formulas for the N-Simplex by Combinatorial Methods,
   SIAM Journal on Numerical Analysis,
   Volume 15, Number 2, April 1978, pages 282-290.
4. Pierre LEcuyer,
   Random Number Generation,
   in Handbook of Simulation,
   edited by Jerry Banks,
   Wiley, 1998,
   ISBN: 0471134031,
   LC: T57.62.H37.
5. Peter Lewis, Allen Goodman, James Miller,
   A Pseudo-Random Number Generator for the System/360,
   IBM Systems Journal,
   Volume 8, 1969, pages 136-143.
6. Albert Nijenhuis, Herbert Wilf,
   Combinatorial Algorithms for Computers and Calculators,
   Second Edition,
   Academic Press, 1978,
   ISBN: 0-12-519260-6,
   LC: QA164.N54.
7. ML Wolfson, HV Wright,
   Algorithm 160: Combinatorial of M Things Taken N at a Time,
   Communications of the ACM,
   Volume 6, Number 4, April 1963, page 161.

Source Code:

• simplex_gm_rule.f90, the source code.

Examples and Tests:

• simplex_gm_rule.py, the source code.
• simplex_gm_rule.sh, a script which runs the tests.
• simplex_gm_rule.txt, the output file.

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