function [ xtab, weight ] = laguerre_compute ( order ) %% LAGUERRE_COMPUTE computes a Gauss-Laguerre quadrature rule. % % Discussion: % % The integration interval is [ 0, +oo ). % % The weight function w(x) = EXP ( - X ). % % % If the integral to approximate is: % % Integral ( 0 <= X < +oo ) EXP ( - X ) * F(X) dX % % then the quadrature rule is: % % Sum ( 1 <= I <= ORDER ) WEIGHT(I) * F ( XTAB(I) ) % % % If the integral to approximate is: % % Integral ( 0 <= X < +oo ) F(X) dX % % then the quadrature rule is: % % Sum ( 1 <= I <= ORDER ) WEIGHT(I) * EXP(XTAB(I)) * F ( XTAB(I) ) % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 20 February 2008 % % Author: % % FORTRAN77 original version by Arthur Stroud, Don Secrest % MATLAB version by John Burkardt % % Reference: % % Arthur Stroud, Don Secrest, % Gaussian Quadrature Formulas, % Prentice Hall, 1966, % LC: QA299.4G3S7. % % Parameters: % % Input, integer ORDER, the order of the quadrature rule to be computed. % ORDER must be at least 1. % % Output, real XTAB(ORDER), the Gauss-Laguerre abscissas. % % Output, real WEIGHT(ORDER), the Gauss-Laguerre weights. % % % Set the recursion coefficients. % for i = 1 : order b(i) = 2 * i - 1; end for i = 1 : order c(i) = ( i - 1 ) * ( i - 1 ); end cc = prod ( c(2:order) ); for i = 1 : order % % Compute an estimate for the root. % if ( i == 1 ) x = 3.0 / ( 1.0 + 2.4 * order ); elseif ( i == 2 ) x = x + 15.0 / ( 1.0 + 2.5 * order ); else r1 = ( 1.0 + 2.55 * ( i - 2 ) ) / ( 1.9 * ( i - 2 ) ); x = x + r1 * ( x - xtab(i-2) ); end % % Use iteration to find the root. % [ x, dp2, p1 ] = laguerre_root ( x, order, b, c ); % % Set the abscissa and weight. % xtab(i) = x; weight(i) = ( cc / dp2 ) / p1; end