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gaussquad

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gaussquad

by Matt Fig

 

07 Oct 2005 (Updated 02 Oct 2008)

Adaptive form of gaussleg.m.

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Description

gaussquad(f,a,b)

GAUSSQUAD uses an adaptive formulation of Gauss-Legendre quadrature to evaluate the integral of f from a to b with default tolerance of 10^-14. User can specify another tolerance by: gaussquad(f,a,b,tol).
The input function f can be an inline or function handle.
Acknowledgements

This file inspired Quadgr.
MATLAB release MATLAB 7.2 (R2006a)
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gauss, gaussian, integration, legendre, quadrature
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Comments and Ratings (3)
31 Jul 2006 Fang Chu

Nicely done.
12 Jul 2006 mike kung

Much better.
11 Jul 2006 J K

varargin isn't fully implemented
Updates
18 Oct 2005

The update uses an even number of Gauss points, this eliminates a problem of NaN at zero.
18 Oct 2005

The last update didn't take?
30 Jan 2006

Faster algorithm
30 Jan 2006

Faster algorithm.
31 Jan 2006

Better help text.
02 Feb 2006

Now uses subintervals in the adaptive engine.
12 Jul 2006

Updated from version 6 edition.
02 Oct 2008

Added input checking.

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