gl_fast_rule, a Python 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 information on this web page is distributed under the MIT license.
gl_fast_rule is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
ccn_rule, a Python code which defines a Clenshaw Curtis Nested (CCN) quadrature rule.
clenshaw_curtis_rule, a Python code which returns a Clenshaw Curtis quadrature rule.
hermite_rule, a Python code which returns a Gauss-Hermite quadrature rule for estimating the integral of a function with density exp(-x^2) over the interval (-oo,+oo).
jacobi_rule, a Python code which returns a Gauss-Jacobi quadrature rule.
laguerre_rule, a Python code which returns a Gauss-Laguerre quadrature rule for estimating the integral of a function with density exp(-x) over the interval [0,+oo).
legendre_rule, a Python code which returns a Gauss-Legendre quadrature rule for estimating the integral of a function with density rho(x)=1 over the interval [-1,+1].
quad_rule, a Python code which contains information about quadrature rules, both as tabulated values, and as computational procedures.
toms655, a Python code which computes the weights for interpolatory quadrature rules; this code is commonly called iqpack(), by Sylvan Elhay and Jaroslav Kautsky.