legendre_rule, a Python code which generates a specific Gauss-Legendre quadrature rule.
The Gauss-Legendre quadrature rule is used as follows:
Integral ( A <= x <= B ) f(x) dxis to be approximated by
Sum ( 1 <= i <= order ) w(i) * f(x(i))
legendre_rule ( order, a, b, 'filename' )where
The computer code and data files described and made available on this web page are distributed under the MIT license
legendre_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.
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