legendre_rule_fast_test, a MATLAB code which calls legendre_rule_fast(), which implements a fast algorithm for the computation of the points and weights of the Gauss-Legendre quadrature rule.
The computer code and data files described and made available on this web page are distributed under the MIT license
legendre_rule_fast, 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_rule_fast ( 15, 0.0, 2.0 ):