FASTGL is a MATLAB 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 GNU LGPL license.
FASTGL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
LEGENDRE_RULE, a MATLAB code which computes a Gauss-Legendre quadrature rule.
QUADMOM, a MATLAB 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).
QUADRULE, a MATLAB code which contains information about quadrature rules, both as tabulated values, and as computational procedures.
TOMS655, a MATLAB code which computes the weights for interpolatory quadrature rules; this library is commonly called IQPACK, by Sylvan Elhay and Jaroslav Kautsky.