Quadrature rules

The online encylopedia of quadrature rules is a reference website that lists a number of quadrature rules.

Quadrature rules are sets of points and weights that are used to approximate integrals. If ${p_0,\dots,p_{n-1}}\subset\mathbb{R}^d$ and ${w_0,\dots,w_{n-1}}\subset\mathbb{R}$ are the points and weights (repectively) of the quadrature rule for a single integral, then:

$$\int f(x),\mathrm{d}x \approx \sum_{i=0}^{n-1}f(p_i)w_i$$

Libraries

All of the quadrature rules included in the online encylopedia of quadrature rules are included in the quadraturerules library, which is available in the following languages:

• C++
• Python
• Rust

C++ library

The latest version of the quadraturerules C++ library can be installed by running:

wget https://github.com/mscroggs/quadraturerules/releases/download/{{VERSION}}/cpp_source.tar.gz
mkdir src
tar -xvf cpp_source.tar.gz -C src
mkdir build
cd build
cmake ../src
make
make install