FASTGL, a C++ 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 made available on this web page are distributed under the BSD 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 C++ program which computes a Gauss-Legendre quadrature rule.
QUADMOM, a C++ 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 C++ library which contains information about quadrature rules, both as tabulated values, and as computational procedures.
TOMS655, a C++ library which computes the weights for interpolatory quadrature rules; this library is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.