This is a package for constructing generalized Chebyshev and generalized Gaussian quadrature rules for collections of univariate and bivariate functions. A generalized Chebyshev quadrature rule for a linearly independent collection of n functions f_1,...,f_n is an quadrature rule of the form
n
\int f(x) dx \approx \sum f(x_j) w_j (1)
\Omega j=1
which is exact for the functions f_1, ..., f_n (or, at least, the formula (1) achieves near machine precision accuracy when one of the f_j is substituted for f).
A generalized Gaussian quadrature rule for a linearly independent collection of functions f_1, ..., f_m functions in d dimensions with m = (d+1)*n is a quadrature rule of the form
n
\int f(x) dx \approx \sum f(x_j) w_j (1)
\Omega j=1
which is exact for each of the f_j's.
This package requires BLAS and LAPACK, as well as the interpolative decomposition (ID) library of Martinsson, Tygert, Shkolnisky and Tygert. The latter can be downloaded from
http://tygert.com/software.html
but it is included in this package in the directory id_dist.
The convenience routines in makequad.f90 are the most straightfoward to use, and we suggest users begin by looking at the documentation there and at the file test_makequad.f90.
The package comprises the following files:
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The file utils.f90 contains some basic utility routines for timing, printing, sorting and the like.
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The file adapquad.f90 contains primitive routines for adaptively evaluating integrals; they are used only for testing other routines.
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The file linalg.f90 contains code for performing certain linear algebraic operations. These routines are principally wrappers around LAPACK and the ID library of Tygert, et. al.
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The file legendre.f90 contains code for constructing Gauss-Legendre quadrature rules, and for constructing and manipulating univariate Legendre expansions.
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The file legepw.f90 contains code for constructing and manipulating piecewise Legendre expanions.
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The file chebquad.f90 contains code for constructing ``generalized Chebyshev''
quadrature rules for collections of functions given on intervals. -
The file gaussquad.f90 contains code for constructing ``generalized Gaussian'' quadrature rules for collections of functions given on intervals.
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The file makequad.f90 contains convenience routines which perform many necessary steps for the user are easier to use than those found in gaussquad.f90 or chebquad.f90.
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The file logquads.f90 contains code for constructing a collection of quadrature rules useful for discretizing one-dimensional integral operators whose kernels have logarithmic singularities.
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The file sqquads.f90 contains a collection of quadrature rules for integrating polynomials on squares; these quadratures are used in bilege.f90.
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The file bilege.f90 contains code for constructing and manipulating bivariate Legendre expansions.
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The file bilegepw.f90 contains code for constructing and manipulating piecewise bivariate Legendre expansions.
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The file gaussquad2d.f90 contains code for constructing generalized Chebyshev and generalized Gaussian quadrature rules on two-dimensional domains.
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The file gausssq.f90 contains code for constructing generalized Gaussian quadrature rules for polynomials given on the square [-1,1] x [-1,1].