libquadrule1

Description

QUADRULE is a C library which sets up a variety of quadrature rules, used to approximate the integral of a function over various domains.

QUADRULE 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.

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Homepage

http://people.sc.fsu.edu/~jburkardt/c_src/quadrule/quadrule.html

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