Nice work. You might also want to check out https://github.com/billmclean/GaussQuadrature.jl
On Monday, September 1, 2014 10:33:31 PM UTC+1, Alex Townsend wrote: > > I have written a package FastGauss.jl available here: > > https://github.com/ajt60gaibb/FastGauss.jl > > to compute Gauss quadrature rules to 16-digit precision (so far Legendre, > Jacobi, Lobatto, Radau), > aiming to be the fastest implementation in Julia. For example, this is how > long > it takes to compute 1,000,000 Gauss-Legendre nodes and weights: > > tic(), GaussLegendre( 1000000 ); toc() > elapsed time: 0.336489122 seconds > > > In my comparisons, GaussLegendre() is faster than Base.gauss() for n>60 > (nothing in it for > small n), but my implementation right now does not allow for higher > precision. I couldn't find a > Gauss-Jacobi code in Base. > > I am a Julia beginner (only been learning for 2 weeks) so I am assuming > the code can be > improved in a million and one ways. Please tell me if I've done something > that Julia does > not like. I am not sure if it is appropriate to make this an official > package. >
