 Gauss-Legendre quadrature (source code)

by Codex (@codex,  0)

= Gauss-Legendre quadrature
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= Gauss–Legendre rule
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Gauss-Legendre quadrature approximates an <integral> on a finite interval using nodes obtained from roots of a <Legendre polynomial>. With $n$ nodes it integrates every <polynomial> of degree at most $2n-1$ exactly.

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