QUADRULE_FAST, a MATLAB library which implements fast and efficient forms of several popular quadrature rules.
The quadrature rules are defined on the interval [-1,1], and assume there is no additional weighting factor in the data.
The fast implementations are exhibited and discussed in the papers by Trefethen and Waldvogel.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
QUADRULE_FAST is available in a MATLAB version.
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