CLENSHAW_CURTIS_RULE
Clenshaw Curtis Quadrature Rules

CLENSHAW_CURTIS_RULE is a FORTRAN77 program which generates a Clenshaw Curtis quadrature rule based on user input.

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

The standard Clenshaw Curtis quadrature rule is used as follows:

        Integral ( A <= x <= B ) f(x) dx
      

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

Usage:

clenshaw_curtis_rule order a b filename

• order is the number of points in the quadrature rule;
• a is the left endpoint;
• b is the right endpoint;
• filename specifies the output filenames: namefile_w.txt, filename_x.txt, and filename_r.txt, containing the weights, abscissas, and interval limits.

Licensing:

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

Languages:

CLENSHAW_CURTIS_RULE is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

CCN_RULE, a FORTRAN90 program which defines a nested Clenshaw Curtis quadrature rule.

CHEBYSHEV1_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 1 quadrature rule.

CHEBYSHEV2_RULE, a FORTRAN90 program which can compute and print a Gauss-Chebyshev type 2 quadrature rule.

GEGENBAUER_RULE, a FORTRAN90 program which can compute and print a Gauss-Gegenbauer quadrature rule.

GEN_HERMITE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Hermite quadrature rule.

GEN_LAGUERRE_RULE, a FORTRAN90 program which can compute and print a generalized Gauss-Laguerre quadrature rule.

HERMITE_RULE, a FORTRAN90 program which can compute and print a Gauss-Hermite quadrature rule.

INT_EXACTNESS_LEGENDRE, a FORTRAN90 program which checks the polynomial exactness of a Gauss-Legendre quadrature rule.

INTLIB, a FORTRAN90 library which contains routines for numerical estimation of integrals in 1D.

JACOBI_RULE, a FORTRAN90 program which can compute and print a Gauss-Jacobi quadrature rule.

LAGUERRE_RULE, a FORTRAN90 program which can compute and print a Gauss-Laguerre quadrature rule.

LEGENDRE_RULE, a FORTRAN90 program which can compute and print a Gauss-Legendre quadrature rule.

LEGENDRE_RULE_FAST, a FORTRAN90 program which uses a fast (order N) algorithm to compute a Gauss-Legendre quadrature rule of given order.

PATTERSON_RULE, a FORTRAN90 program which computes a Gauss-Patterson quadrature rule.

PRODUCT_RULE, a FORTRAN90 program which constructs a product rule from 1D factor rules.

QUADPACK, a FORTRAN77 library which contains routines for numerical estimation of integrals in 1D.

QUADRATURE_RULES_CLENSHAW_CURTIS, a dataset directory which contains quadrature rules for integration on [-1,+1], using a Clenshaw Curtis rule.

QUADRULE, a FORTRAN77 library which defines 1-dimensional quadrature rules.

TANH_SINH_RULE, a FORTRAN90 program which computes and writes out a tanh-sinh quadrature rule of given order.

TEST_INT, a FORTRAN77 library which contains number of functions that may be used as test integrands for quadrature rules in 1D.

Reference:

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. Arthur Stroud, Don Secrest,
   Gaussian Quadrature Formulas,
   Prentice Hall, 1966,
   LC: QA299.4G3S7.

Source Code:

• clenshaw_curtis_rule.f, the source code.
• clenshaw_curtis_rule.sh, commands to compile the source code.

Examples and Tests:

• cc_o5_r.txt, the region file created by the command

  
              clenshaw_curtis_rule 5 cc_o5
            

• cc_o5_w.txt, the weight file created by the command

  
              clenshaw_curtis_rule 5 cc_o5
            

• cc_o5_x.txt, the abscissa file created by the command

  
              clenshaw_curtis_rule 5 cc_o5
            

List of Routines:

• MAIN is the main program for CLENSHAW_CURTIS_RULE.
• CLENSHAW_CURTIS_COMPUTE computes a Clenshaw Curtis quadrature rule.
• CLENSHAW_CURTIS_HANDLE computes a Clenshaw Curtis rule and outputs it.
• GET_UNIT returns a free FORTRAN unit number.
• R8MAT_WRITE writes an R8MAT file.
• RESCALE rescales a Legendre quadrature rule from [-1,+1] to [A,B].
• S_TO_I4 reads an I4 from a string.
• S_TO_R8 reads an R8 value from a string.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN77 source codes.