I want to calculate w
for j=0 to n
in the below function. Is there any already written library for this in FORTRAN?
Actually I want to write a program that get n
from the user, and print w
in output. What shall I do for differential and for creating the equation Ln(x)
?
That recurrence relation will generate the n-th order Legendre polynomial, and from the xj and wj, I assume you are writing a program to perform Gauss-Legendre integration (no idea why the q(x) is there).
This Florida State page provides an LGPL Fortran90 program that calculates the nodes and weights using a tridiagonal-eigenvalue method and writing them to an external file. You could try and collect all of the contained functions and place them into a module for run-time calculation of the nodes and weights.