quadrature_golub_welsch_test, a C++ code which calls quadrature_golub_welsch(), which illustrates the use of the Golub Welsch technique for computing the points and weights of a Gaussian quadrature rule.
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quadrature_golub_welsch, a C++ code which computes the points and weights of a Gaussian quadrature rule using the golub-welsch procedure, assuming that the points have been specified.