Nodes and Weights of Gauss-Laguerre

Reply
Contributor
Posts: 31

Nodes and Weights of Gauss-Laguerre

Hello all;

Please I want to ask how can I calculate nodes and wights of Gauss-Laguerre integration by SAS?

thanks

SAS Super FREQ
Posts: 3,483

Re: Nodes and Weights of Gauss-Laguerre

I don't have the answer to your question, but if you are looking for a reliable and powerful numerical integration routine in SAS, use the QUAD function in SAS/IML. It uses an adaptive (iterative) Romberg intergration scheme which is better than Guass-Leguerre, especially on infinite or semi-infinite domains.

The doc has several examples, or you can look at this article: Evaluate an iterated integral in SAS

Contributor
Posts: 31

Re: Nodes and Weights of Gauss-Laguerre

Thanks so much for your help.

Ask a Question
Discussion stats
  • 2 replies
  • 182 views
  • 0 likes
  • 2 in conversation