This software computes Gauss-Legendre quadrature nodes and weights using the formulas developed in "Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights", I. Bogaert, published in the SIAM Journal of Scientific Computing (Permalink: http://dx.doi.org/10.1137/140954969).
The key features are:
- Speed: due to the simplified formulas and the O(1) complexity computation of individual Gauss-Legendre
quadrature nodes and weights. The latter also makes this software perfectly compatible with parallel computing paradigms.
- Accuracy: the error on the nodes and weights is smaller than a few ulps (see the paper for details).
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