quadrature_least_squares_test, a C code which calls quadrature_least_squares() to compute weights for "sub-interpolatory" quadrature rules.
The computer code and data files described and made available on this web page are distributed under the MIT license
quadrature_least_squares, a C code which computes weights for "sub-interpolatory" quadrature rules, that is, it estimates integrals by integrating a polynomial that approximates the function data in a least squares sense.