Displaying 1 result from an estimated 1 matches for "ab_weights".
2008 Sep 27
3
Double integration - Gauss Quadrature
...weights <- gauss.quad.prob(25,dist="uniform",l=-1,u=1)$weights
weights <- weights*2
# Approximate integral of f from a to b using Gauss-Legendre
gauss_legendre<-function(f,a,b,nodes,weights) {
# change of variables from [-1,1] to [a,b]
ab_nodes <- a + (b-a)*(nodes+1)/2;
ab_weights <- weights*(b-a)/2;
# apply Gauss-Legendre rule
sum <- 0
for(i in 1:length(nodes)){
sum <- (sum + ab_weights[i]*f(ab_nodes[i]))}
return(sum)
}
gauss_legendre(function(y) {
sapply(y, function(y) {
gauss_legendre(function(x) x*y, 0, 1, nodes, weights)$value
})
}, 0, 1, nodes, w...