QuadRules

This data set stores nodes an weights for Gauss-Quadrature.
 Syntax: QuadRules[['type']][['level']]
 <ul><li>type="GLe" Gauss-Legendre; interval [0,1]; max-level 45</li><li>type="nLe" nested-type Gauss-Legendre; interval [0,1]; max-level 25</li><li>type="GKr" Gauss-Kronrod; interval [0,1]; max-level 29</li><li>type="GLa" Gauss-Laguere; interval [0, Inf); max-level 30</li><li>type="GHe" Gauss-Hermite; interval (-Inf, Inf); max-level 45</li><li>type="GHN" Gauss-Hermite (as above, but pre-multiplied weights$\hat(w)_i = w_i * \phi(x_i)$)</li><li>type="nHe" nested-type Gauss-Hermite; interval (-Inf, Inf) max-level 25</li><li>type="nHN" nested-type Gauss-Hermite (as above, but pre-multiplied weights$\hat(w)_i = w_i * \phi(x_i)$)</li><li>type="Leja" Leja-points; interval [0,1]; max-level 141</li></ul>

datasets

Provides methods to construct multivariate grids,
    which can be used for multivariate quadrature. This grids can be based on
    different quadrature rules like Newton-Cotes formulas (trapezoidal-, Simpson's-
    rule, ...) or Gauss quadrature (Gauss-Hermite, Gauss-Legendre, ...). For the
    construction of the multidimensional grid the product-rule or the combination-
    technique can be applied.

Constantin Weiser

mvQuad

Methods for Multivariate Quadrature

QuadRules function

list of nodes and weights (for organisation see "Syntax" in description section)

format

- http://keisan.casio.com/exec/system/1329114617 high precission computing (for G..-rules) - further information in <code><a href="/link/createNIGrid?package=mvQuad&version=1.0-2" rd-options="" data-mini-rdoc="mvQuad::createNIGrid">createNIGrid</a></code>

QuadRules: nodes and weights for 1D - Gauss-Quadrature

Description

Arguments

format

source

Examples