quad_rule, a Python code which sets up a variety of quadrature rules, used to approximate the integral of a function over various domains in 1D.
quad_rule returns the abscissas and weights for a variety of one dimensional quadrature rules for approximating the integral of a function. The best rule is generally Gauss-Legendre quadrature, but other rules offer special features, including the ability to handle certain weight functions, to approximate an integral on an infinite integration region, or to estimate the approximation error.
The files described and made available on this web page are distributed under the GNU LGPL license.
quad_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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