Legendre Laguerre and Hermite - Gauss Quadrature (Scripts) Publisher's description
from Geert Van Damme
This .zip file contains 3 mfiles for computing the nodes and weights
This .zip file contains 3 mfiles for computing the nodes and weights for Legendre Laguerre and Hermite - Gauss Quadrature of any order n.
Contrary to most of the files in use, the included files are all based on a symmetrical companion matrix, the eigenvalues of which are always real and correspond to the roots of the respective polynomials.
Hence, there is a 100% certainty of avoiding complex roots at high orders. It is known that the latter issue often causes huge numerical troubles.
System Requirements:MATLAB 7.0.4 (R14SP2)
Program Release Status: New Release
Program Install Support: Install and Uninstall