Is there a matlab code to calculate the nodes and weights for random gauss quadrature?
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For example there is the code nwspgr.m for the Smolyak(sparse grid) quadrature.
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John D'Errico
on 24 Jul 2020
Please explain what you mean by a "random Gauss quadrature". The word random means something in mathematics. As well, Gauss quadrature also means something. However, the juxtaposition of the two has no meaning that I can see in mathematics.
Next, you mention the code nwspgr.m. I must assume you mean this:
But I might be wrong. If you want help, then you want to make it easy for people to help you.
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