FASTGL is a MATLAB library which carries out the fast computation of the K-th value and weight of an N-point Gauss-Legendre quadrature rule, by Ignace Bogaert.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
FASTGL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
LEGENDRE_RULE, a MATLAB program which computes a Gauss-Legendre quadrature rule.
QUADMOM, a MATLAB library which computes a Gaussian quadrature rule for a weight function rho(x) based on the Golub-Welsch procedure that only requires knowledge of the moments of rho(x).
QUADRULE, a MATLAB library which contains information about quadrature rules, both as tabulated values, and as computational procedures.
TOMS655, a MATLAB library which computes the weights for interpolatory quadrature rules; this library is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.