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?

[Tim]

very handy tool! thanks!

[Orkan Umurhan]

Thank you very much. The results are good and there are no problems with the accuracy of the approach nor are there any issues with normalization as some people above suggested. I have checked the integration for a wide range of reasonable functions and the numbers check out just right. Thanks!

[David]

Brilliant piece of code! I have been using this quite a lot without trouble. I'm always amazed that how quickly Gaussian quadrature converges.

[rahman]

excellent

[AVIGYAN SINHA]

 

[Javier Vazquez]

Very Good, thanks.