A collection of some well known numerical quadrature rules implemented in MATLAB/GNU Octave
The following quadrature rules have been implemented:
Ctrap.m: Composite-Trapezoidal methodCSimp.m: Composite-Simpson methodNC.m: Generalized Closed Newton-Cotes methodGSheby.m: Gauss-Chebyshev methodGHerm.m: Gauss-Hermite methodGLege.m: Gauss-Legendre methodGLagu.m: Gauss-Laguerre methodGLoba.m: Gauss-Lobatto method
Relavant theory and explanations can be found in Theory_NumQuad.pdf