INT_EXACTNESS_LAGUERRE
Exactness of Gauss-Laguerre Quadrature Rules

INT_EXACTNESS_LAGUERRE is a FORTRAN90 program, using double precision arithmetic, which investigates the polynomial exactness of a Gauss-Laguerre quadrature rule for the semi-infinite interval [0,oo) or [A,oo).

Standard Gauss-Laguerre quadrature assumes that the integrand we are considering has a form like:

        Integral ( A <= x < oo ) exp(-x) f(x) dx
      

A standard Gauss-Laguerre quadrature rule is a set of n positive weights w and abscissas x so that

        Integral ( A <= x < oo ) exp(-x) f(x) dx
      

        Sum ( 1 <= I <= N ) w(i) * f(x(i))
      

It is often convenient to consider approximating integrals in which the weighting factor exp(-x) is implicit. In that case, we are looking at approximating

        Integral ( A <= x < oo ) f(x) dx
      

A modified Gauss-Laguerre quadrature rule is a set of n positive weights w and abscissas x so that

        Integral ( A <= x < oo ) f(x) dx
      

        Sum ( 1 <= I <= N ) w(i) * f(x(i))
      

When using a Gauss-Laguerre quadrature rule, it's important to know whether the rule has been developed for the standard or modified cases. Basically, the only change is that the weights of the modified rule have been multiplied by an exponential factor evaluated at the corresponding abscissa.

For a standard Gauss-Laguerre rule, polynomial exactness is defined in terms of the function f(x). That is, we say the rule is exact for polynomials up to degree DEGREE_MAX if, for any polynomial f(x) of that degree or less, the quadrature rule will produce the exact value of

        Integral ( 0 <= x < oo ) exp(-x) f(x) dx
      

For a modified Gauss-Laguerre rule, polynomial exactness is defined in terms of the function f(x) divided by the implicit weight function. That is, we say a modified Gauss-Laguerre rule is exact for polynomials up to degree DEGREE_MAX if, for any integrand f(x) with the property that exp(+x) * f(x) is a polynomial of degree no more than DEGREE_MAX, the quadrature rule will product the exact value of:

        Integral ( 0 <= x < oo ) f(x) dx
      

The program starts at DEGREE = 0, and then proceeds to DEGREE = 1, 2, and so on up to a maximum degree DEGREE_MAX specified by the user. At each value of DEGREE, the program generates the corresponding monomial term, applies the quadrature rule to it, and determines the quadrature error. The program uses a scaling factor on each monomial so that the exact integral should always be 1; therefore, each reported error can be compared on a fixed scale.

If the program understands that the rule being considered is a modified rule, then the monomials are multiplied by exp(-x) when performing the exactness test.

Since

        Integral ( 0 <= x < oo ) exp(-x) xn dx = n!
      

        Integral ( 0 <= x < oo ) exp(-x) xn / n! dx
      

The program is very flexible and interactive. The quadrature rule is defined by three files, to be read at input, and the maximum degree top be checked is specified by the user as well.

Note that the three files that define the quadrature rule are assumed to have related names, of the form

• prefix_x.txt
• prefix_w.txt
• prefix_r.txt

For information on the form of these files, see the QUADRATURE_RULES directory listed below.

The exactness results are written to an output file with the corresponding name:

• prefix_exact.txt

Usage:

int_exactness_laguerre prefix degree_max option

prefix

the common prefix for the files containing the abscissa, weight and region information of the quadrature rule;

degree_max

the maximum monomial degree to check. This would normally be a relatively small nonnegative number, such as 5, 10 or 15.

option

0 indicates a standard rule for integrating exp(-x)*f(x).
1 indicates a modified rule for integrating f(x).

If the arguments are not supplied on the command line, the program will prompt for them.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

CLENSHAW_CURTIS is a FORTRAN90 library of routines which set up a Clenshaw Curtis quadrature grid in multiple dimensions.

INT_EXACTNESS is an executable FORTRAN90 program which tests the polynomial exactness of a quadrature rule for a finite interval.

INT_EXACTNESS_CHEBYSHEV1 is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Chebyshev type 1 quadrature rules.

INT_EXACTNESS_CHEBYSHEV2 is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Chebyshev type 2 quadrature rules.

INT_EXACTNESS_GEGENBAUER is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Gegenbauer quadrature rules.

INT_EXACTNESS_GEN_HERMITE is an executable FORTRAN90 program which tests the polynomial exactness of generalized Gauss-Hermite quadrature rules.

INT_EXACTNESS_GEN_LAGUERRE is an executable FORTRAN90 program which tests the polynomial exactness of generalized Gauss-Laguerre quadrature rules.

INT_EXACTNESS_HERMITE is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Hermite quadrature rules.

INT_EXACTNESS_JACOBI is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Jacobi quadrature rules.

INT_EXACTNESS_LAGUERRE is also available in a C++ version and a MATLAB version.

INT_EXACTNESS_LEGENDRE is an executable FORTRAN90 program which tests the polynomial exactness of Gauss-Legendre quadrature rules.

INTEGRAL_TEST is a FORTRAN90 program which uses test integrals to measure the effectiveness of certain sets of quadrature rules.

INTLIB is a FORTRAN90 library which numerically estimate integrals in one dimension.

LAGUERRE_RULE is a FORTRAN90 program which can generate a Gauss-Laguerre quadrature rule on request.

NINT_EXACTNESS is a FORTRAN90 program which tests the polynomial exactness of multidimensional integration rules.

QUADRATURE_RULES is a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.

QUADRATURE_RULES_LAGUERRE is a dataset directory which contains sets of files that define Gauss-Laguerre quadrature rules.

QUADRULE is a FORTRAN90 library of routines which define quadrature rules on a variety of intervals with different weight functions.

STROUD is a FORTRAN90 library of routines which defines quadrature rules for a variety of unusual areas, surfaces and volumes in 2D, 3D and multiple dimensions.

TEST_INT_LAGUERRE is a FORTRAN90 library of routines which define integrand functions that can be approximately integrated by a Gauss-Laguerre rule.

Reference:

1. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.

Source Code:

• int_exactness_laguerre.f90, the source code.
• int_exactness_laguerre.csh, commands to compile the source code.

Examples and Tests:

LAG_O1 is a standard Gauss-Laguerre order 1 rule.

• lag_o1_x.txt, the abscissas of the rule.
• lag_o1_w.txt, the weights of the rule.
• lag_o1_r.txt, defines the region for the rule.
• lag_o1_exact.txt, the results of the command

  int_exactness_laguerre lag_o1 5 0

LAG_O2 is a standard Gauss-Laguerre order 2 rule.

• lag_o2_x.txt, the abscissas of the rule.
• lag_o2_w.txt, the weights of the rule.
• lag_o2_r.txt, defines the region for the rule.
• lag_o2_exact.txt, the results of the command

  int_exactness_laguerre lag_o2 5 0

LAG_O4 is a standard Gauss-Laguerre order 4 rule.

• lag_o4_x.txt, the abscissas of the rule.
• lag_o4_w.txt, the weights of the rule.
• lag_o4_r.txt, defines the region for the rule.
• lag_o4_exact.txt, the results of the command

  int_exactness_laguerre lag_o4 10 0

LAG_O8 is a standard Gauss-Laguerre order 8 rule.

• lag_o8_x.txt, the abscissas of the rule.
• lag_o8_w.txt, the weights of the rule.
• lag_o8_r.txt, defines the region for the rule.
• lag_o8_exact.txt, the results of the command

  int_exactness_laguerre lag_o8 18 0

LAG_O16 is a standard Gauss-Laguerre order 16 rule.

• lag_o16_x.txt, the abscissas of the rule.
• lag_o16_w.txt, the weights of the rule.
• lag_o16_r.txt, defines the region for the rule.
• lag_o16_exact.txt, the results of the command

  int_exactness_laguerre lag_o16 35 0

LAG_O1_MODIFIED is a modified Gauss-Laguerre order 1 rule.

• lag_o1_modified_x.txt, the abscissas of the rule.
• lag_o1_modified_w.txt, the weights of the rule.
• lag_o1_modified_r.txt, defines the region for the rule.
• lag_o1_modified_exact.txt, the results of the command

  int_exactness_laguerre lag_o1_modified 5 1

LAG_O2_MODIFIED is a modified Gauss-Laguerre order 2 rule.

• lag_o2_modified_x.txt, the abscissas of the rule.
• lag_o2_modified_w.txt, the weights of the rule.
• lag_o2_modified_r.txt, defines the region for the rule.
• lag_o2_modified_exact.txt, the results of the command

  int_exactness_laguerre lag_o2_modified 5 1

LAG_O4_MODIFIED is a modified Gauss-Laguerre order 4 rule.

• lag_o4_modified_x.txt, the abscissas of the rule.
• lag_o4_modified_w.txt, the weights of the rule.
• lag_o4_modified_r.txt, defines the region for the rule.
• lag_o4_modified_exact.txt, the results of the command

  int_exactness_laguerre lag_o4_modified 10 1

LAG_O8_MODIFIED is a modified Gauss-Laguerre order 8 rule.

• lag_o8_modified_x.txt, the abscissas of the rule.
• lag_o8_modified_w.txt, the weights of the rule.
• lag_o8_modified_r.txt, defines the region for the rule.
• lag_o8_modified_exact.txt, the results of the command

  int_exactness_laguerre lag_o8_modified 18 1

LAG_O16_MODIFIED is a modified Gauss-Laguerre order 16 rule.

• lag_o16_modified_x.txt, the abscissas of the rule.
• lag_o16_modified_w.txt, the weights of the rule.
• lag_o16_modified_r.txt, defines the region for the rule.
• lag_o16_modified_exact.txt, the results of the command

  int_exactness_laguerre lag_o16_modified 35 1

List of Routines:

• MAIN is the main program for INT_EXACTNESS_LAGUERRE.
• CH_CAP capitalizes a single character.
• CH_EQI is a case insensitive comparison of two characters for equality.
• CH_TO_DIGIT returns the integer value of a base 10 digit.
• DTABLE_DATA_READ reads data from a DTABLE file.
• DTABLE_HEADER_READ reads the header from a DTABLE file.
• FILE_COLUMN_COUNT counts the number of columns in the first line of a file.
• FILE_ROW_COUNT counts the number of row records in a file.
• GET_UNIT returns a free FORTRAN unit number.
• MONOMIAL_QUADRATURE_LAGUERRE applies a quadrature rule to a monomial.
• R8_FACTORIAL computes the factorial of N, also denoted "N!".
• S_TO_I4 reads an I4 from a string.
• S_TO_R8 reads an R8 from a string.
• S_TO_R8VEC reads an R8VEC from a string.
• S_WORD_COUNT counts the number of "words" in a string.
• TIMESTAMP prints the current YMDHMS date as a time stamp.
• TIMESTRING writes the current YMDHMS date into a string.

You can go up one level to the FORTRAN90 source codes.