QuadRules: nodes and weights for 1D - Gauss-Quadrature

In mvQuad: Methods for Multivariate Quadrature

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 * \phi(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 * \phi(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 documentation built on Sept. 19, 2023, 5:06 p.m.