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HOGGRL: High-order generalized Gauss-Radau and Gauss-Lobatto Formulae for Jacobi and Laguerre weight functions

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By Walter Gautschi

Purdue University

Matlab source codes and files that compute the high-order Gauss-Radau and Gauss-Lobatto formulae for Jacobi and Laguerre weight functions

Version 1.0 - published on 23 Apr 2014 doi:10.4231/R7G15XSQ - cite this Archived on 25 Oct 2016

Licensed under CC0 1.0 Universal

Description

The generation of generalized Gauss–Radau and Gauss–Lobatto quadrature formulae by methods developed by us earlier breaks down in the case of Jacobi and Laguerre measures when the order of the quadrature rules becomes very large. The reason for this is underflow resp. overflow of the respective monic orthogonal polynomials.

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This dataset contains 5 Matlab codes and files:

  • globatto.m
  • gradau.m
  • globatto_jacobi.m
  • gradau_jacobi.m
  • gradau_laguerre.m

This dataset serves as a companion piece to the paper "High-order generalized Gauss-Radau and Gauss-Lobatto formulae for Jacobi and Laguerre weight functions", Numerical Algorithms 51 (2009), 143-149, doi: 10.1007/s11075-008-9247-y.

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