gl_fast_rule, a Fortran90 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 computer code and data files described and made available on this web page are distributed under the MIT 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 Fortran90 code which computes a Gauss-Legendre quadrature rule.
quadmom, a Fortran90 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 Fortran90 code which defines 1-dimensional quadrature rules.
toms655, a Fortran90 code which computes the weights for interpolatory quadrature rules; this code is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.