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 computer code and data files described and made available on this web page are 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.
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.
QUADRULE, a C++ code which defines quadrature rules for 1-dimensional domains.
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.