quadrature_golub_welsch, a FORTRAN77 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 GNU LGPL license.
quadrature_golub_welsch is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version.
clenshaw_curtis_rule, a FORTRAN77 program which defines a Clenshaw Curtis quadrature rule.
quadrature_least_squares, a FORTRAN77 library 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 FORTRAN77 library which determines the weights of a quadrature rule using the Vandermonde matrix.
QUADRULE, a FORTRAN77 library which defines quadrature rules for 1-dimensional domains.
TOMS655,
a FORTRAN77 library which
computes the weights for interpolatory quadrature rule;
this library is commonly called IQPACK;
this is a FORTRAN90 version of ACM TOMS algorithm 655.