fast gauss legendre quadrature rules to run in linux online online with Winfy

We have hosted the application fast gauss legendre quadrature rules to run in linux online in order to run this application in our online workstations with Wine or directly.

Quick description about fast gauss legendre quadrature rules to run in linux online:

This software computes Gauss-Legendre quadrature nodes and weights using the formulas developed in "Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights", I. Bogaert, published in the SIAM Journal of Scientific Computing (Permalink: http: //dx.doi.org/10.1137/140954969).

The key features are:
- Speed: due to the simplified formulas and the O(1) complexity computation of individual Gauss-Legendre
quadrature nodes and weights. The latter also makes this software perfectly compatible with parallel computing paradigms.
- Accuracy: the error on the nodes and weights is smaller than a few ulps (see the paper for details).

Audience: Financial and Insurance Industry, Science/Research, Education, Developers, Engineering.

Programming Language: C++.

.