QINTEG--A Program for Computing Gaussian Quadrature Coefficients.
HARRY DIAMOND LABS ADELPHI MD
Pagination or Media Count:
This report presents a program QINTEG to compute Gaussian quadrature coefficients for integration with respect to a weighting function. Discontinuities, singularities, or oscillatory behavior of integrands make many problems unsuited to numerical solution using existing general purpose integration programs. When the undesirable behavior of the integrand can be absorbed into the weighting function, numerical integration using the coefficients computed by QINTEG can be accomplished. Improvement of nearly two orders of magnitude in execution time over an existing program was achieved for a problem involving oscillatory integrands. A program listing is included. Author
- Statistics and Probability
- Computer Programming and Software