Module compute::integrate

Functions

gau_her_weights	Given upper and lower limits of integration, this function calculates the nodes x and weights w for the n-point Gauss-Hermite quadrature.
gau_jac_weights	Given upper and lower limits of integration, this function calculates the nodes x and weights w for the n-point Gauss-Jacobi quadrature.
gau_lag_weights	Given upper and lower limits of integration, this function calculates the nodes x and weights w for the n-point Gauss-Laguerre quadrature.
gau_leg_weights	Given upper and lower limits of integration, this function calculates the nodes x and weights w for the n-point Gauss-Legendre quadrature.
quad5	Integrate a function f from a to b using the Gauss-Legendre quadrature method with 5 points (allows for exact integration of polynomials up to degree 9).
romberg	Integrate a function f from a to b using the Romberg method, stopping after either sequential estimates are less than eps or n steps have been taken.
trapz	Integrate a function f from a to b using the trapezoid rule with n partitions.