Valery Pipin wrote:
> 2) Creating the spectral matrices need some integration procedure. In
> simple case maxima's functions like integrate, or quad package can be
> used. It may
> not work in complicated problems. Instead, we can use Gauss-Legendre
> (LegendreP roots within interval) or Gauss-Raadu (LegendreP extrema + end
> points). In this case we need collocation points and weights. The
> examples for these routines can be found in attachment. gaulegR(x1,x2,n)
> for LegendreP roots and weights
> and gaulegRL(x1,x2,n) for LegendreP extrema + end points.
>
I have found the numerical program COLNEW from Ascher, Christiansen,
Russell, and Bader, which can be found in http://www.netlib.org/ode/
very useful to solve complicated eigenvalue ODE problems which don't reduce
to ordinary Sturm-Liouville problems. This package is included in SCILAB,
but it is not correctly integrated here.
--
Michel Talon