NAG C Library Function Document

nag_ode_bvp_ps_lin_quad_weights (d02uyc) obtains the weights for Clenshaw–Curtis quadrature at Chebyshev points. This allows for fast approximations of integrals for functions specified on Chebyshev Gauss–Lobatto points on

[- 1, 1]

2

Specification

#include <nag.h>

#include <nagd02.h>

void	nag_ode_bvp_ps_lin_quad_weights (Integer n, double w[], NagError *fail)

3

Description

nag_ode_bvp_ps_lin_quad_weights (d02uyc) obtains the weights for Clenshaw–Curtis quadrature at Chebyshev points.

Given the (Clenshaw–Curtis) weights

w_{i}

, for

i = 0, 1, \dots, n

, and function values

f_{i} = f (t_{i})

(where

t_{i} = - \cos (i \times π / n)

, for

i = 0, 1, \dots, n

, are the Chebyshev Gauss–Lobatto points), then

\int_{- 1}^{1} f (x) d x \approx \sum_{i = 0}^{n} w_{i} f_{i}

For a function discretized on a Chebyshev Gauss–Lobatto grid on

[a, b]

the resultant summation must be multiplied by the factor

(b - a) / 2

4

References

Trefethen L N (2000) Spectral Methods in MATLAB SIAM

5

Arguments

1: $n$ – IntegerInput: On entry: $n$ , where the number of grid points is $n + 1$ .

Constraint: $n > 0$ and n is even.
2: $w [n + 1]$ – doubleOutput: On exit: the Clenshaw–Curtis quadrature weights, $w_{i}$ , for $i = 0, 1, \dots, n$ .
3: $fail$ – NagError *Input/Output: The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL: Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM: On entry, argument $〈value〉$ had an illegal value.
NE_INT: On entry, $n = 〈value〉$ .
Constraint: $n > 0$ .

On entry, $n = 〈value〉$ .
Constraint: n is even.
NE_INTERNAL_ERROR: An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE: Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

The accuracy should be close to machine precision.

8

Parallelism and Performance

nag_ode_bvp_ps_lin_quad_weights (d02uyc) is not threaded in any implementation.

9

Further Comments

A real array of length

2 n

is internally allocated.

10

Example

This example approximates the integral

\int_{- 1}^{3} 3 x^{2} d x

using

65

Clenshaw–Curtis weights and a

65

-point Chebyshev Gauss–Lobatto grid on

[- 1, 3]

NAG C Library Function Document

nag_ode_bvp_ps_lin_quad_weights (d02uyc)

▸▿ Contents

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

6 Error Indicators and Warnings

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results

1

Purpose