1D Gaussian quadrature
Integration on any straight line of length $L$ can be transformed into integration on the interval [-1, 1] by a simple transformation $\int_{z_{1}}^{z_{2}} f(z) dz = \int \limits_{-1}^{1} \frac{L}{2} f(\xi) d\xi$ Note that the equation for transformation reads $z = \frac{z_2 – z_1}{2} \xi + \frac{z_1 + z_2}{2}$ The integration on interval [-1,1] can be … Read more