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jacobi_rule.md

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JACOBI_RULE
Gauss-Jacobi Quadrature Rules {#jacobi_rule-gauss-jacobi-quadrature-rules align="center"}

JACOBI_RULE is a C++ program which generates a specific Gauss-Jacobi quadrature rule, based on user input.

The rule is written to three files for easy use as input to other programs.

The Gauss-Jacobi quadrature rule is used as follows:

        Integral ( A <= x <= B ) (B-x)^alpha (x-A)^beta f(x) dx

is to be approximated by

        Sum ( 1 <= i <= order ) w(i) * f(x(i))

Usage: {#usage align="center"}

jacobi_rule order alpha beta a b filename

where

  • order is the number of points in the quadrature rule.
  • alpha is the exponent of (B-x), which must be greater than -1.
  • beta is the exponent of (x-A), which must be greater than -1.
  • a is the left endpoint;
  • b is the right endpoint.
  • filename specifies how the rule is to be reported: filename**_w.txt**, filename**_x.txt**, and filename**_r.txt**, containing the weights, abscissas, and interval limits.

Licensing: {#licensing align="center"}

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

Languages: {#languages align="center"}

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

Related Data and Programs: {#related-data-and-programs align="center"}

CCN_RULE, a C++ program which defines a nested Clenshaw Curtis quadrature rule.

CHEBYSHEV1_RULE, a C++ program which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a C++ program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

CLENSHAW_CURTIS_RULE, a C++ program which defines a Clenshaw Curtis quadrature rule.

GEGENBAUER_RULE, a C++ program which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a C++ program which can compute and print a generalized Gauss-Hermite quadrature rule.

GEN_LAGUERRE_RULE, a C++ program which can compute and print a generalized Gauss-Laguerre quadrature rule.

HERMITE_RULE, a C++ program which can compute and print a Gauss-Hermite quadrature rule.

INT_EXACTNESS_JACOBI, a C++ program which checks the polynomial exactness of a Gauss-Jacobi rule.

JACOBI_POLYNOMIAL, a C++ library which evaluates the Jacobi polynomial and associated functions.

LAGUERRE_RULE, a C++ program which can compute and print a Gauss-Laguerre quadrature rule.

LEGENDRE_RULE, a C++ program which computes a Gauss-Legendre quadrature rule.

LINE_FELIPPA_RULE, a C++ library which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.

LINE_NCO_RULE, a C++ library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.

PATTERSON_RULE, a C++ program which computes a Gauss-Patterson quadrature rule.

QUADRATURE_RULES, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.

QUADRATURE_RULES_JACOBI, a dataset directory which contains triples of files defining Gauss-Jacobi quadrature rules.

QUADRULE, a C++ library which contains 1-dimensional quadrature rules.

TANH_SINH_RULE, a C++ program which computes and writes out a tanh-sinh quadrature rule of given order.

TRUNCATED_NORMAL_RULE, a C++ program which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Reference: {#reference align="center"}

  1. Milton Abramowitz, Irene Stegun,
    Handbook of Mathematical Functions,
    National Bureau of Standards, 1964,
    ISBN: 0-486-61272-4,
    LC: QA47.A34.
  2. Philip Davis, Philip Rabinowitz,
    Methods of Numerical Integration,
    Second Edition,
    Dover, 2007,
    ISBN: 0486453391,
    LC: QA299.3.D28.
  3. 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.
  4. Jaroslav Kautsky, Sylvan Elhay,
    Calculation of the Weights of Interpolatory Quadratures,
    Numerische Mathematik,
    Volume 40, 1982, pages 407-422.
  5. Roger Martin, James Wilkinson,
    The Implicit QL Algorithm,
    Numerische Mathematik,
    Volume 12, Number 5, December 1968, pages 377-383.
  6. Arthur Stroud, Don Secrest,
    Gaussian Quadrature Formulas,
    Prentice Hall, 1966,
    LC: QA299.4G3S7.

Source Code: {#source-code align="center"}

Examples and Tests: {#examples-and-tests align="center"}

  • jac_o4_a0.5_b1.5_r.txt, the region file created by the command

                jacobi_rule 4 0.5 1.5 -1.0 +1.0 jac_o4_a0.5_b1.5

  • jac_o4_a0.5_b1.5_w.txt, the weight file created by the command

                jacobi_rule 4 0.5 1.5 -1.0 +1.0 jac_o4_a0.5_b1.5

  • jac_o4_a0.5_b1.5_x.txt, the abscissa file created by the command

                jacobi_rule 4 0.5 1.5 -1.0 +1.0 jac_o4_a0.5_b1.5

List of Routines: {#list-of-routines align="center"}

  • MAIN is the main program for JACOBI_RULE.
  • CDGQF computes a Gauss quadrature formula with default A, B and simple knots.
  • CGQF computes knots and weights of a Gauss quadrature formula.
  • CLASS_MATRIX computes the Jacobi matrix for a quadrature rule.
  • IMTQLX diagonalizes a symmetric tridiagonal matrix.
  • PARCHK checks parameters ALPHA and BETA for classical weight functions.
  • R8_ABS returns the absolute value of an R8.
  • R8_EPSILON returns the R8 roundoff unit.
  • R8_SIGN returns the sign of an R8.
  • R8MAT_WRITE writes an R8MAT file with no header.
  • RULE_WRITE writes a quadrature rule to three files.
  • SCQF scales a quadrature formula to a nonstandard interval.
  • SGQF computes knots and weights of a Gauss Quadrature formula.
  • TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

Last revised on 23 February 2010.