Gaussian quadrature rule for arbitrary weight function and interval

Abstract A program for calculating abscissas and weights of Gaussian quadrature rules for arbitrary weight functions and intervals is reported. The program is written in Mathematica. The only requirement is that the moments of the weight function can be evaluated analytically in Mathematica. The result is a FORTRAN subroutine ready to be utilized for quadrature. Program summary Title of program: AWGQ Catalogue identifier:ADVB Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADVB Program obtained from: CPC Program Library, Queens University, Belfast, N. Ireland Computer for which the program is designed and others on which it has been tested: Computers: Pentium IV 1.7 GHz processor Ins…