gauss.quad: Generating Gauss-Legendre Quadrature
Description
Generate Gauss-Legendre quadratures using the FORTRAN routine
gaussq.f found on NETLIB.
Usage
gauss.quad(size, interval)
Value
gauss.quad returns a list object with the following elements.
- pt
Quadrature nodes.
- wt
Quadrature weights.
Arguments
- size
Size of quadrature.
- interval
Interval to be covered.