legendre_fast_rule_test, a MATLAB code which calls legendre_fast_rule(), which implements a fast algorithm for the computation of the points and weights of the Gauss-Legendre quadrature rule.
The information on this web page is distributed under the MIT license.
legendre_fast_rule, a MATLAB code which uses a fast algorithm to compute a Gauss-legendre quadrature rule for estimating the integral of a function with density 1 over the interval [-1,+1].
The following files were created by the command legendre_fast_rule ( 15, 0.0, 2.0 ):