Bocconi Home

MARCO MAFFEZZOLI

Gaussian quadrature

The function gquad.m computes the integral of a generic univariate function using Gaussian quadrature (and other simple methods). The function qnodes.m computes the quadrature nodes and weigths for Chebishev, Hermite, Laguerre, and Legendre schemes.

Last change 23/11/2012