gl_fast_rule, a C++ code 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 information on this web page is distributed under the BSD license.
gl_fast_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
legendre_rule, a C++ code which computes a Gauss-Legendre quadrature rule.
quadmom, a C++ code 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).
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 rules; this library is commonly called iqpack(), by Sylvan Elhay and Jaroslav Kautsky.