This is the Windows app named Fast Gauss-Legendre Quadrature Rules whose latest release can be downloaded as FastGL.zip. It can be run online in the free hosting provider OnWorks for workstations.
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Fast Gauss-Legendre Quadrature Rules
DESCRIPTION:
This software computes Gauss-Legendre quadrature nodes and weights using the formulas developed in "Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights", I. Bogaert, published in the SIAM Journal of Scientific Computing (Permalink: http://dx.doi.org/10.1137/140954969).
The key features are:
- Speed: due to the simplified formulas and the O(1) complexity computation of individual Gauss-Legendre
quadrature nodes and weights. The latter also makes this software perfectly compatible with parallel computing paradigms.
- Accuracy: the error on the nodes and weights is smaller than a few ulps (see the paper for details).
Audience
Financial and Insurance Industry, Science/Research, Education, Developers, Engineering
Programming Language
C++
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/fastgausslegendrequadrature/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.