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QuadRules

nodes and weights for 1D - Gauss-Quadrature


Description

This data set stores nodes an weights for Gauss-Quadrature. Syntax:

QuadRules[['type']][['level']]

  • type="GLe" Gauss-Legendre; interval [0,1]; max-level 45

  • type="nLe" nested-type Gauss-Legendre; interval [0,1]; max-level 25

  • type="GKr" Gauss-Kronrod; interval [0,1]; max-level 29

  • type="GLa" Gauss-Laguere; interval [0, Inf); max-level 30

  • type="GHe" Gauss-Hermite; interval (-Inf, Inf); max-level 45

  • type="GHN" Gauss-Hermite (as above, but pre-multiplied weights \hat(w)_i = w_i * φ(x_i))

  • type="nHe" nested-type Gauss-Hermite; interval (-Inf, Inf) max-level 25

  • type="nHN" nested-type Gauss-Hermite (as above, but pre-multiplied weights \hat(w)_i = w_i * φ(x_i))

  • type="Leja" Leja-points; interval [0,1]; max-level 141

Format

list of nodes and weights (for organisation see "Syntax" in description section)

Source

- http://keisan.casio.com/exec/system/1329114617 high precission computing (for G..-rules)

- further information in createNIGrid

Examples

nw <- QuadRules[["GHe"]][[2]]

mvQuad

Methods for Multivariate Quadrature

v1.0-6
GPL-3
Authors
Constantin Weiser (HHU of Duesseldorf / Germany)
Initial release
2016-07-19

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