Source code for sympy.integrals.quadrature

from sympy.core import S, Dummy
from sympy.polys.orthopolys import legendre_poly, laguerre_poly
from sympy.polys.rootoftools import RootOf

[docs]def gauss_legendre(n, n_digits): r""" Computes the Gauss-Legendre quadrature [1] points and weights. Parameters ========== n : the order of quadrature n_digits : number of significant digits of the points and weights to return Returns ======= (x, w) : the ``x`` and ``w`` are lists of points and weights as Floats The Gauss-Legendre quadrature approximates the integral: .. math:: \int_{-1}^1 f(x)\,dx \approx \sum_{i=1}^n w_i f(x_i) The points `x_i` and weights `w_i` are returned as ``(x, w)`` tuple of lists. Examples ======== >>> from sympy.integrals.quadrature import gauss_legendre >>> x, w = gauss_legendre(3, 5) >>> x [-0.7746, 0, 0.7746] >>> w [0.55556, 0.88889, 0.55556] >>> x, w = gauss_legendre(4, 5) >>> x [-0.86114, -0.33998, 0.33998, 0.86114] >>> w [0.34786, 0.65215, 0.65215, 0.34786] [1] http://en.wikipedia.org/wiki/Gaussian_quadrature """ x = Dummy("x") p = legendre_poly(n, x, polys=True) pd = p.diff(x) xi = [] w = [] for r in p.real_roots(): if isinstance(r, RootOf): r = r.eval_rational(S(1)/10**(n_digits+2)) xi.append(r.n(n_digits)) w.append((2/((1-r**2) * pd.subs(x, r)**2)).n(n_digits)) return xi, w
[docs]def gauss_laguerre(n, n_digits): r""" Computes the Gauss-Laguerre quadrature [1] points and weights. Parameters ========== n : the order of quadrature n_digits : number of significant digits of the points and weights to return Returns ======= (x, w) : the ``x`` and ``w`` are lists of points and weights as Floats The Gauss-Laguerre quadrature approximates the integral: .. math:: \int_0^{\infty} e^{-x} f(x)\,dx \approx \sum_{i=1}^n w_i f(x_i) The points `x_i` and weights `w_i` are returned as ``(x, w)`` tuple of lists. Examples ======== >>> from sympy.integrals.quadrature import gauss_laguerre >>> x, w = gauss_laguerre(3, 5) >>> x [0.41577, 2.2943, 6.2899] >>> w [0.71109, 0.27852, 0.010389] >>> x, w = gauss_laguerre(6, 5) >>> x [0.22285, 1.1889, 2.9927, 5.7751, 9.8375, 15.983] >>> w [0.45896, 0.417, 0.11337, 0.010399, 0.00026102, 8.9855e-7] [1] http://en.wikipedia.org/wiki/Gauss%E2%80%93Laguerre_quadrature """ x = Dummy("x") p = laguerre_poly(n, x, polys=True) p1 = laguerre_poly(n+1, x, polys=True) xi = [] w = [] for r in p.real_roots(): if isinstance(r, RootOf): r = r.eval_rational(S(1)/10**(n_digits+2)) xi.append(r.n(n_digits)) w.append((r/((n+1)**2 * p1.subs(x, r)**2)).n(n_digits)) return xi, w