Gauss-Legendre quadrature.

Computes the sample points and weights for Gauss-Legendre quadrature. These sample points and weights will correctly integrate polynomials of degree 2*deg - 1 or less over the interval [-1, 1] with the weight function f(x) = 1.


deg : int

Number of sample points and weights. It must be >= 1.


x : ndarray

1-D ndarray containing the sample points.

y : ndarray

1-D ndarray containing the weights.


New in version 1.7.0.

The results have only been tested up to degree 100, higher degrees may be problematic. The weights are determined by using the fact that

w_k = c / (L'_n(x_k) * L_{n-1}(x_k))

where c is a constant independent of k and x_k is the k’th root of L_n, and then scaling the results to get the right value when integrating 1.