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Re: Integration pkg algo replacement suggestion


From: Rik
Subject: Re: Integration pkg algo replacement suggestion
Date: Mon, 27 Sep 2010 14:05:02 -0700

 >
> In the integration 1.0.7 pkg exists a routine that generates gaussian
> points and weights (in the file grule.m) using the algorithm given by
> Davis and Rabinowitz in Methods of numerical integration.
>  
> I suggest that the algorithm is replaced by Trefethen Golub - Welsch
> algorithm for the obvious reason! (+ the beauty of the theory!)
>  
> function [ x, w ] = grule (n)
> b = 0.5 ./ sqrt (1 - (2 * (1:n - 1)) .^ - 2);
> L = diag (b, 1) + diag (b, - 1);
> [ V, D ] = eig (L);
> x = diag (D);
> [ x, i ] = sort (x);
> w = (2 * V(1, i) .^ 2)';
>  
> /Fotios

This might be a good idea, but this is an octave-forge package and not part
of the octave core.  You should bring this to the attention of the Octave
Forge maintainers.  According to the Bugs section of their website there is
a mailing list to post to (http://octave.sourceforge.net/bugs.html).

--Rik



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