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Since I wrote the post about Gaussian quadrature rules I’ve been using this integration procedure quite a lot. At last I’ve decided to make a Haskell package providing a nonadaptive Gaussian quadrature for numeric integration. I did it primary just … Continue reading
Update 1 I was pointed out that there is publicly available data for Gaussian quadrature rules up to 1024 points (and 25 significant digits). Moreover the link to the post with the data is present even in Wikipedia article I’ve … Continue reading