QUADG implements several different Gaussian quadrature methods. The default method is a Gauss-Kronrod 7(15) method.
The code can also be used as a framework for implementing your own integration method, as long as you can provide the weights and nodes for an integration over [-1,+1]. The framework used is very fast and allows the code to operate much faster than many recursive implementations. It's especially helpful for "open-ended" quadrature methods.
Nabeel Azar (2022). quadg (https://www.mathworks.com/matlabcentral/fileexchange/1130-quadg), MATLAB Central File Exchange. Retrieved .
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