H2Lib
3.0

Construction of onedimensional quadrature rules. More...
Functions  
void  assemble_gauss (uint m, preal x, preal w) 
Construction of quadrature points and weights for Gaussian quadrature. More...  
Construction of onedimensional quadrature rules.
Construction of quadrature points and weights for Gaussian quadrature.
The quadrature points are the zeros of the th order Legendre polynomial. The Legendre polynomial can be expressed as the characteristic polynomial of a tridiagonal matrix, so its zeros can be computed by solving an eigenvalue problem. The quadrature weights can be obtained from the corresponding eigenvectors.
m  Required number of quadrature points. The resulting quadrature rule will be exact for polynomials of order . 
x  Should be an array of size , will be overwritten by the quadrature points in . 
w  Should be an array of size , will be overwritten by the quadrature weights. 