Legendre-Gauss Quadrature Weights and Nodes

Computes the Legendre-Gauss weights and nodes for solving definite integrals.

Description

This is a simple script which produces the Legendre-Gauss weights and nodes for computing the definite integral of a continuous function on some interval [a,b]. Users are encouraged to improve and redistribute this script. See also the script Chebyshev-Gauss-Lobatto quadrature (File ID 4461).

• MATLAB release: MATLAB 6.1 (R12.1)

[Dave Farrell]

Very handy tool, which for some reason is missing in matlab, like the zeros of the bessel functions.

I did notice the weights are not normalized to 1 however, which seemed to result in an over estimation of the integral.

Good work and thank you

[Tim Warburton]

Very nice quadrature routine!.

[DEIVEEGAN M]

 

[Nabeel Azar]

My QUADG function in the quadrature category contains a subfunction called "gausslegendre" that does an equivalent computation using EIG; it can be used as a separate function if desired.

I don't know about the accuracy of your approach, but if I remember correctly the algorithm I had used is considered quite accurate. It's also very fast.

[kumar gautam]

 

[vish j]

 

[s b]

works well in emag apps for tough integrands, fast and simple function

[Phuong Huynh]

I would like Tabulated Gauss points

[a a]

 

[Dawid Z]

Works pretty well - thanx

[Xinghui Zhong]

 

[alex qren]

 

[Mohan KV]

 

[Mohan KV]

Neat program. Well done!

[Christine Acou]

Excellent! Thanks for sharing. Do you have a reference for your algorithm?