Generalied Gaussian Quadrature
This package is an implementation of the algorithm presented by Ma et all. in GENERALIZED GAUSSIAN QUADRATURE RULES FOR SYSTEMS OF ARBITRARY FUNCTIONS. Slight modification were made, but the general concept is identical.
Gaussian Quadrature Rules
Gaussian quadrature is a numerical integration technique integrating polynomials up to order
Generalized Gaussian Quadrature Rules
The generalized Gaussian quadrature rules of degree n for the system
x, w = generalizedquadrature(n::Int)