Accurate and efficient computation of classical Gaussian quadrature rules
We have developed methods for the fast and accurate computation of
classical Gaussian quadrature rules (Hermite, Laguerre and Jacobi).
The methods and software are described in the paper:
Fast and accurate computation of classical Gaussian quadratures. A.
Gil, J. Segura, N. M. Temme. to apper in SIAM J. Sci. Comput., arxiv