truncated_normal_rule, a Fortran90 code which computes a quadrature rule for a normal probability density function (PDF), sometimes called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].
The information on this web page is distributed under the MIT license.
truncated_normal_rule is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
f90_rule, a Fortran90 code which computes a quadrature rule which estimates the integral of a function f(x), which might be defined over a one dimensional region (a line) or more complex shapes such as a circle, a triangle, a quadrilateral, a polygon, or a higher dimensional region, and which might include an associated weight function w(x).