gauss-quadrature

Gauss-Legendre quadrature rules

npm install gauss-quadrature
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gauss-quadrature

This library computes Gauss-Legendre quadrature points and weights for numerical integration. For more information, see:

Example

var gaussQ = require("gauss-quadrature")

console.log(gaussQ(2))

//Prints:
//
//  [ [ -0.5773502691896257, 0.5773502691896257 ], [ 1, 1 ] ]
//

Install

npm install gauss-quadrature

require("gauss-quadrature")(n[, a, b])

Computes the Gaussian quadrature points and weights for the interval [a, b].

  • n is the number of quartature points
  • a is the start of the interval (default -1)
  • b is the end of the interval (default +1)

If either a or b is unspecified, the interval defaults to [-1, 1]

Returns An array with two elements, [x, w] where:

  • x is the list of quadrature points
  • w is the list of quadrature weights

Note

Currently numeric.js' eigen decomposition code has some bugs, so this library may fail for high numbers of quadrature points. In theory this could be avoided by using a better set of routines for computing eigenvalues/vectors or some other method for finding roots (or even by just hard coding some of the quadrature weights into a table). Until this issue gets fixed, this library is of limited use.

Credits

(c) 2013 Mikola Lysenko. MIT License

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