A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.

Quadrature-based features for kernel approximation

This is a C++ quadrature library reengineered from GSL and with new things added such as double exponential methods.

Computation of custom-made Gauss quadrature rules

MATLAB implementation of popular quadrature algorithms

Modern Fortran modules to generate quadrature rules

Quadrature rules for numerical integration

Calculates a definite integral by using a quadrature rule. Uses worksharing directives.

Calculates a definite integral by using a quadrature rule. Doesn't use worksharing directives, but shares loop iterations manually.