STROUD
Numerical Integration
in M Dimensions


STROUD is a MATLAB library which implements multidimensional quadrature rules of Arthur Stroud.

A few other rules have been collected as well, particularly for quadrature over the interior of a triangle, which is useful in finite element calculations.

Arthur Stroud published his vast collection of quadrature formulas for multidimensional regions in 1971. In a few cases, he printed sample FORTRAN77 programs to compute these integrals. Integration regions included:

We have added a few new terms for regions:

Licensing:

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

Languages:

STROUD 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:

DUNAVANT, a MATLAB library which defines Dunavant rules for quadrature on a triangle.

FEKETE, a MATLAB library which defines Fekete rules for quadrature or interpolation on a triangle.

FELIPPA, a MATLAB library which defines quadrature rules for lines, triangles, quadrilaterals, pyramids, wedges, tetrahedrons and hexahedrons.

GM_RULE, a MATLAB library which defines a Grundmann-Moeller rule for quadrature over a triangle, tetrahedron, or general M-dimensional simplex.

KEAST, a MATLAB library which defines quadrature rules for a tetrahedron.

LYNESS_RULE, a MATLAB library which returns Lyness-Jespersen quadrature rules for the triangle.

NCC_TETRAHEDRON, a MATLAB library which defines Newton-Cotes closed quadrature rules on a tetrahedron.

NCC_TRIANGLE, a MATLAB library which defines Newton-Cotes closed quadrature rules on a triangle.

NCO_TETRAHEDRON, a MATLAB library which defines Newton-Cotes open quadrature rules on a tetrahedron.

NCO_TRIANGLE, a MATLAB library which defines Newton-Cotes open quadrature rules on a triangle.

NINT_EXACTNESS, a MATLAB program which demonstrates how to measure the polynomial exactness of a multidimensional quadrature rule.

NINTLIB, a MATLAB library which numerically estimates integrals in multiple dimensions.

PRODUCT_RULE, a MATLAB program which can create a multidimensional quadrature rule as a product of one dimensional rules.

PYRAMID_RULE, a MATLAB program which computes a quadrature rule for a pyramid.

QUADRATURE_RULES, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.

QUADRATURE_RULES_TET, a dataset directory which defines various quadrature rules on tetrahedrons.

QUADRATURE_RULES_TRI, a dataset directory which contains quadrature rules which can be applied to triangular regions.

QUADRATURE_TEST, a MATLAB program which reads the definition of a multidimensional quadrature rule from three files, applies the rule to a number of test integrals, and prints the results.

QUADRULE, a MATLAB library which defines quadrature rules on a variety of intervals with different weight functions.

QUADRULE_FAST a MATLAB library which defines efficient versions of a few 1D quadrature rules.

SPHERE_LEBEDEV_RULE, a dataset directory which contains sets of points on a sphere which can be used for quadrature rules of a known precision;

TEST_NINT, a MATLAB library which contains functions that can be used to test N-dimensional quadrature routines.

TEST_TRI_INT, a MATLAB library which can be used to test algorithms for quadrature over a triangle.

TETRAHEDRONS, a dataset directory which contains examples of tetrahedrons;

TRIANGULATION, a MATLAB library which works with triangulations and includes some quadrature rules on triangles.

WANDZURA, a MATLAB library which defines Wandzura rules for quadrature on a triangle.

Reference:

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    Handbook of Mathematical Functions,
    National Bureau of Standards, 1964,
    ISBN: 0-486-61272-4,
    LC: QA47.A34.
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    Algorithm 706: DCUTRI: an algorithm for adaptive cubature over a collection of triangles,
    ACM Transactions on Mathematical Software,
    Volume 18, Number 3, September 1992, pages 329-342.
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    Generalizing the Formula for Areas of Polygons to Moments,
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    Elsevier, 2001,
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    A compendium of FEM integration formulas for symbolic work,
    Engineering Computation,
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    SIAM Journal on Numerical Analysis,
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    Moderate Degree Tetrahedral Quadrature Formulas,
    Computer Methods in Applied Mechanics and Engineering,
    Volume 55, Number 3, May 1986, pages 339-348.
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    Dover, 2006,
    ISBN: 0486445798,
    LC: QA311.K713.
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    Algorithm 584: CUBTRI, Automatic Cubature Over a Triangle,
    ACM Transactions on Mathematical Software,
    Volume 8, Number 2, 1982, pages 210-218.
  18. Frank Lether,
    A Generalized Product Rule for the Circle,
    SIAM Journal on Numerical Analysis,
    Volume 8, Number 2, June 1971, pages 249-253.
  19. James Lyness, Dennis Jespersen,
    Moderate Degree Symmetric Quadrature Rules for the Triangle,
    Journal of the Institute of Mathematics and its Applications,
    Volume 15, Number 1, February 1975, pages 19-32.
  20. James Lyness, BJJ McHugh,
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    The Computer Journal,
    Volume 6, 1963, pages 264-270.
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    LC: QA164.N54.
  23. William Peirce,
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    Journal of the Society for Industrial and Applied Mathematics,
    Volume 5, Number 2, June 1957, pages 66-73.
  24. Hans Rudolf Schwarz,
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    LC: TA347.F5.S3313.
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    ISBN: 096140888X,
    LC: TA335.S77.
  26. Arthur Stroud,
    Approximate Calculation of Multiple Integrals,
    Prentice Hall, 1971,
    ISBN: 0130438936,
    LC: QA311.S85.
  27. Arthur Stroud, Don Secrest,
    Gaussian Quadrature Formulas,
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    LC: QA299.4G3S7.
  28. Stephen Wandzura, Hong Xiao,
    Symmetric Quadrature Rules on a Triangle,
    Computers and Mathematics with Applications,
    Volume 45, 2003, pages 1829-1840.
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    Fourth Edition,
    Cambridge University Press, 1999,
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    LC: QA76.95.W65.
  30. Dongbin Xiu,
    Numerical integration formulas of degree two,
    Applied Numerical Mathematics,
    Volume 58, 2008, pages 1515-1520.
  31. Olgierd Zienkiewicz,
    The Finite Element Method,
    Sixth Edition,
    Butterworth-Heinemann, 2005,
    ISBN: 0750663200,
    LC: TA640.2.Z54
  32. Daniel Zwillinger, editor,
    CRC Standard Mathematical Tables and Formulae,
    30th Edition,
    CRC Press, 1996,
    ISBN: 0-8493-2479-3,
    LC: QA47.M315.

Source Code:

Examples and Tests:

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


Last revised on 03 March 2010.