Module gauss 

Gauss quadrature rules for numerical integration

This module provides quadrature rules for approximating integrals by weighted sums.

The integral of f(x) * omega(x) is approximated by a weighted sum:

sum(f(xi) * wi for (xi, wi) in zip(x, w))

where we generally have superexponential convergence for smooth f(x) with the number of quadrature points.

Structs

Rule

Quadrature rule for numerical integration.

Functions

legendre

Create a Gauss-Legendre quadrature rule with n points on [-1, 1].

legendre_custom

Create a Gauss-Legendre quadrature rule with n points on [-1, 1] (CustomNumeric version).

legendre_generic

Generic Legendre Gauss quadrature rule for CustomNumeric types

legendre_twofloat

Create a Gauss-Legendre quadrature rule with n points on [-1, 1] (Df64 version).

legendre_vandermonde

Create Legendre Vandermonde matrix for polynomial interpolation