quadrature_golub_welsch_test, an Octave code which calls quadrature_golub_welsch(), which uses the Golub Welsch technique for computing the points and weights of a Gaussian quadrature rule.
The information on this web page is distributed under the MIT license.
quadrature_golub_welsch, an Octave code which computes the points and weights of a Gaussian quadrature rule using the Golub-Welsch procedure, assuming that the points have been specified.