Gaussian quadrature rule for arbitrary weight function and interval

Published: 15-04-2005| Version 1 | DOI: 10.17632/sv6n9p24ry.1
H. Fukuda,
M. Katuya,
E.O. Alt,
A.V. Matveenko


Abstract A program for calculating abscissas and weights of Gaussian quadrature rules for arbitrary weight functions and intervals is reported. The program is written in Mathematica. The only requirement is that the moments of the weight function can be evaluated analytically in Mathematica. The result is a FORTRAN subroutine ready to be utilized for quadrature. Title of program: AWGQ Catalogue Id: ADVB_v1_0 Nature of problem Integration of functions. Versions of this program held in the CPC repository in Mendeley Data ADVB_v1_0; AWGQ; 10.1016/j.cpc.2004.12.010 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)