quadrature_golub_welsch, a MATLAB code which uses the Golub Welsch technique for computing the points and weights of a Gaussian quadrature rule.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
quadrature_golub_welsch is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
clenshaw_curtis_rule, a MATLAB code which defines a Clenshaw Curtis quadrature rule.
quadrature_least_squares, a MATLAB code which computes weights for "sub-interpolatory" quadrature rules, that is, it estimates integrals by integrating a polynomial that approximates the function data in a least squares sense.
quadrature_weights_vandermonde, a MATLAB code which determines the weights of a quadrature rule using the Vandermonde matrix.
quadrule, a MATLAB code which defines quadrature rules for 1-dimensional domains.
a MATLAB code which
computes the weights for interpolatory quadrature rule;
this library is commonly called IQPACK;
this is a MATLAB version of ACM TOMS algorithm 655.