Algorithm for Gauss-Legendre Integration


  • Start.
  • For given integration, input lower limit a, upper limit b.
  • If (a=-1 && b=1)
For n-point formula,
where wi=w1,w2,w3,.... are weights
and
xi=x1,x2,x3,.... are respective points.
  • Else
For n-point formula,
where wi=w1,w2,w3,.... are weights
and
zi=z1,z2,z3,.... are respective points same as xi.
c=(b-a)/2.

  • Stop.

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