Filip C.

Filippou, 2005

Gauss Integration

CE221 - Nonlinear Structural Analysis

Gauss Integration - Derivation of integration locations and weights

In the Gauss integration method the weights and locations of n integration points are determined such that
with 2n unknowns (locations and weights) a polynomial of degree 2n-1 can be integrated exactly. We
illustrate the process for n=2 using a cubic polynomial with four parameters. We perform the derivation for
an integration interval extending from =-1 to =1.

g ( ) := c0 + c1 + c2 + c3
2

The general cubic polynomial is

2
g ( ) d 2 c0 + c2
1
3

The exact integral over the interval -1 to 1 is

We like to obtain the same result with 2 function evaluations at locations to be determined and with
weights to be determined, i.e. we like to have

( )

2
c2
3

( )

w1 g 1 + w2 g 2 = 2 c0 +

substituting into the function g() we have

) + w ( c + c

w1 c0 + c1 1 + c2 1 + c3 1

2 + c2 2

+ c3 2

) = 2c + 23 c
0

we collect factors of c0 , c1 , c2 and c3 on the left hand side and obtain

c0 ( w1 + w2) + c1 w1 1 + w2 2 + c2 w1 1 + w2 2
2

) + c ( w
3

+ w2 2

) = 2c + 23 c
0

for this equality to hold for arbitrary polynomial coefficients, the factors of the coefficients on the left
and right hand side of the equation have to be equal. We thus obtain four equations

Given
w1 + w2 = 2
w1 1 + w2 2 = 0
2

w1 1 + w2 2 =

2
3

w1 1 + w2 2 = 0
We can solve these four equations for the four unknowns 1 , w1 , 2 , w2

Page 1

 Filip C. Filippou, 2005

Gauss Integration

CE221 - Nonlinear Structural Analysis

We obtain to 12 significant digits

.577350269189 .577350269189

1.
1.

Find ( 1 , w1 , 2 , w2) float , 12

.577350269189 .577350269189

1.
1.

Even though two solutions arise, they represent the permutations of a single solution which is

0.577350269189

0.577350269189
1
w :=
1
:=

the integration locations are

and the corresponding weights are

Now that we got the idea we can repeat for 3 integration points. In this case we have 6 parameters
and thus want to integrate exactly a fifth degree polynomial. There are now 6 conditions, namely

Given
w1 + w2 + w3 = 2
w1 1 + w2 2 + w3 3 = 0
2

w1 1 + w2 2 + w3 3 =

2
3

w1 1 + w2 2 + w3 3 = 0
w1 1 + w2 2 + w3 3 =

2
5

and we can readily detect the rule: the sum of the products of
the integration weights with odd power exponents of the
integration locations sum up to zero, while the sum of the
products of the weights with even power exponents of the
integration locations sum up to 2/(exponent+1).

w1 1 + w2 2 + w3 3 = 0
solving for the six unknowns 1 , w1 , 2 , w2 , 3 , w3 we get to six significant digits 6 permulations of the single
answer

.888889
.774596
Find ( 1 , w1 , 2 , w2 , 3 , w3)
.555556
.774596

.555556

.774596

.774596 .774596 .774596

.888889

.555556

.555556

.774596

.774596 .774596

.555556

.555556

.555556

.888889

.774596

.774596

.888889
.774596

.555556

.888889

.888889

.555556

.555556

Page 2

.555556
0

.555556