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Fixed-order Gaussian quadrature rules.

Provides Gauss-Legendre, Gauss-Laguerre, and Gauss-Hermite quadrature with precomputed nodes and weights.

Author: Moussa Leblouba Date: 9 February 2026 Modified: 2 May 2026

Functionsยง

gauss_hermite
Gauss-Hermite quadrature for integrals over (-inf, inf).
gauss_laguerre
Gauss-Laguerre quadrature for semi-infinite integrals.
gauss_legendre
Gauss-Legendre quadrature over [a, b] with n points.