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lglnodes.m
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lglnodes.m
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function [x,w,P]=lglnodes(N)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% lglnodes.m
%
% Computes the Legendre-Gauss-Lobatto nodes, weights and the LGL Vandermonde
% matrix. The LGL nodes are the zeros of (1-x^2)*P'_N(x). Useful for numerical
% integration and spectral methods.
%
% Reference on LGL nodes and weights:
% C. Canuto, M. Y. Hussaini, A. Quarteroni, T. A. Tang, "Spectral Methods
% in Fluid Dynamics," Section 2.3. Springer-Verlag 1987
%
% Written by Greg von Winckel - 04/17/2004
% Contact: gregvw@chtm.unm.edu
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Truncation + 1
N1=N+1;
% Use the Chebyshev-Gauss-Lobatto nodes as the first guess
x=-cos(pi*(0:N)/N)';
% The Legendre Vandermonde Matrix
P=zeros(N1,N1);
% Compute P_(N) using the recursion relation
% Compute its first and second derivatives and
% update x using the Newton-Raphson method.
xold=2;
while max(abs(x-xold))>eps
xold=x;
P(:,1)=1; P(:,2)=x;
for k=2:N
P(:,k+1)=( (2*k-1)*x.*P(:,k)-(k-1)*P(:,k-1) )/k;
end
x=xold-( x.*P(:,N1)-P(:,N) )./( N1*P(:,N1) );
end
w=2./(N*N1*P(:,N1).^2);
%Copyright (c) 2009, Greg von Winckel
%All rights reserved.
%Redistribution and use in source and binary forms, with or without
%modification, are permitted provided that the following conditions are
%met:
% * Redistributions of source code must retain the above copyright
% notice, this list of conditions and the following disclaimer.
% * Redistributions in binary form must reproduce the above copyright
% notice, this list of conditions and the following disclaimer in
% the documentation and/or other materials provided with the distribution
%THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
%AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
%IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
%ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
%LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
%CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
%SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
%INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
%CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
%ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
%POSSIBILITY OF SUCH DAMAGE.