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FASTGL\ Fast computation of Gauss-Legendre Quadrature Points and Weights {#fastgl-fast-computation-of-gauss-legendre-quadrature-points-and-weights align=”center”} ================================================================

FASTGL is a C++ library which carries out the fast computation of the K-th value and weight of an N-point Gauss-Legendre quadrature rule, by Ignace Bogaert.

Licensing: {#licensing align=”center”}

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

Languages: {#languages align=”center”}

FASTGL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

LEGENDRE_RULE, a C++ program which computes a Gauss-Legendre quadrature rule.

QUADMOM, a C++ library which computes a Gaussian quadrature rule for a weight function rho(x) based on the Golub-Welsch procedure that only requires knowledge of the moments of rho(x).

QUADRULE, a C++ library which contains information about quadrature rules, both as tabulated values, and as computational procedures.

TOMS655, a C++ library which computes the weights for interpolatory quadrature rules; this library is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.

Reference: {#reference align=”center”}

Ignace Bogaert,\ Iteration-free computation of Gauss-Legendre quadrature nodes and weights,\ SIAM Journal on Scientific Computing,\ Volume 36, Number 3, 2014, pages A1008-1026.

Source Code: {#source-code align=”center”}

fastgl.cpp, the source code.
fastgl.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

fastgl_prb.cpp, a sample calling program.
fastgl_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

GLPair computes the kth GL pair of an n-point rule.

You can go up one level to the C++ source codes.

Last revised on 22 December 2015.