Gaulegwt

This script is for computing definite integrals using Legendre-Gauss

% Gaulegwt.m
%
% This script is for computing definite integrals using Legendre-Gauss
% Quadrature. Computes the Legendre-Gauss nodes and weights on an interval
% [x1, x2] with truncation order N
%
% Suppose you have a continuous function f(x) which is defined on [x1, x2]
% which you can evaluate at any x in [x1, x2]. Simply evaluate it at all of
% the values contained in the x vector to obtain a vector f. Then compute
% the definite integral using sum(f.*w);
%
% Written by Lateef Kareem - 12/02/2018