legendre_rule_fast_test, a C++ program which calls legendre_rule_fast(), which implements a fast algorithm for the computation of the points and weights of the Gauss-Legendre quadrature rule.


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legendre_rule_fast, a C++ code which uses a fast algorithm to compute a Gauss-Legendre quadrature rule for estimating the integral of a function with density 1 over the interval [-1,+1].

Source Code:

Last revised on 24 March 2020.