ctions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. .. [GL] Gauss-Legendre quadrature, Wikipedia, https://en.wikipedia.org/wiki/Gauss%E2%80%93Legendre_quadrature Examples -------- >>> import numpy as np >>> from scipy.special import roots_legendre, eval_legendre >>> roots, weights = roots_legendre(9) ``roots`` holds the roots, and ``weights`` holds the weights for Gauss-Legendre quadrature. >>> roots array([-0.96816024, -0.83603111, -0.61337143, -0.32425342, 0. , 0.32425342, 0.61337143, 0.83603111, 0.96816024]) >>> weights array([0.08127439, 0.18064816, 0.2606107 , 0.31234708, 0.33023936, 0.31234708, 0.2606107 , 0.18064816, 0.08127439]) Verify that we have the roots by evaluating the degree 9 Legendre polynomial at ``roots``. All the values are approximately zero: >>> eval_legendre(9, roots) array([-8.88178420e-16, -2.22044605e-16, 1.11022302e-16, 1.11022302e-16, 0.00000000e+00, -5.55111512e-17, -1.94289029e-16, 1.38777878e-16, -8.32667268e-17]) Here we'll show how the above values can be used to estimate the integral from 1 to 2 of f(t) = t + 1/t with Gauss-Legendre quadrature [GL]_. First define the function and the integration limits. >>> def f(t): ... return t + 1/t ... >>> a = 1 >>> b = 2 We'll use ``integral(f(t), t=a, t=b)`` to denote the definite integral of f from t=a to t=b. The sample points in ``roots`` are from the interval [-1, 1], so we'll rewrite the integral with the simple change of variable:: x = 2/(b - a) * t - (a + b)/(b - a) with inverse:: t = (b - a)/2 * x + (a + b)/2 Then:: integral(f(t), a, b) = (b - a)/2 * integral(f((b-a)/2*x + (a+b)/2), x=-1, x=1) We can approximate the latter integral with the values returned by `roots_legendre`. Map the roots computed above from [-1, 1] to [a, b]. >>> t = (b - a)/2 * roots + (a + b)/2 Approximate the integral as the weighted sum of the function values. >>> (b - a)/2 * f(t).dot(weights) 2.1931471805599276 Compare that to the exact result, which is 3/2 + log(2): >>> 1.5 + np.log(2) 2.1931471805599454 r