quadg

Gaussian Quadrature code and quadrature framework

QUADG implements several different Gaussian quadrature methods. The default method is a Gauss-Kronrod 7(15) method.

The code can also be used as a framework for implementing your own integration method, as long as you can provide the weights and nodes for an integration over [-1,+1]. The framework used is very fast and allows the code to operate much faster than many recursive implementations. It's especially helpful for "open-ended" quadrature methods.