quadrature_golub_welsch_test, a MATLAB program which calls quadrature_golub_welsch() to use the Golub Welsch technique for computing the points and weights of a Gaussian quadrature rule.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
quadrature_golub_welsch, a MATLAB library which computes the points and weights of a Gaussian quadrature rule using the golub-welsch procedure, assuming that the points have been specified.