quadrature_golub_welsch, a C++ code which illustrates the use of the Golub Welsch technique for computing the points and weights of a Gaussian quadrature rule.
The information on this web page is distributed under the MIT license.
quadrature_golub_welsch is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.
clenshaw_curtis_rule, a C++ code which defines a Clenshaw Curtis quadrature rule.
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.
quadrature_weights_vandermonde, a C++ code which determines the weights of a quadrature rule using the Vandermonde matrix.
quad_rule a C++ code which contains information about quadrature rules, both as tabulated values, and as computational procedures.
toms655, a C++ code which computes the weights for interpolatory quadrature rule; this library is commonly called IQPACK; this is a C version of ACM TOMS algorithm 655.