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Is there a matlab code to calculate the nodes and weights for random gauss quadrature?

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sufia KHATOON on 24 Jul 2020
Commented: sufia KHATOON on 24 Jul 2020
For example there is the code nwspgr.m for the Smolyak(sparse grid) quadrature.
sufia KHATOON on 24 Jul 2020
Thank you for your comment. Yes you are right about nwspgr.m which is available on Similarly as mention in this paper "Zhou, T., Narayan, A., & Xiu, D. (2015). Weighted discrete least-squares polynomial approximation using randomized quadratures. Journal of Computational Physics, 298, 787-800."
On page 4 under 3.1:Random sampling of tensor Gauss points can also be done. I want to know if there is a matlab function for that which gives the nodes and weights.
If you need further clarification, please let me know.

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