A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.

Quadrature-based features for kernel approximation

This is a C++ quadrature library reengineered from GSL and with new things added such as double exponential methods.

Arbitrary Polynomial Chaos Toolkit

Modern Fortran modules to generate quadrature rules

Mathematical library collecting popular quadrature algorithms implemented in MATLAB for fast and accurate approximations of definite integrals

Calculates a definite integral by using a quadrature rule. Uses worksharing directives.

Quadrature rules for numerical integration

Calculates a definite integral by using a quadrature rule. Doesn't use worksharing directives, but shares loop iterations manually.