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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
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.
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sufia KHATOON
sufia KHATOON on 24 Jul 2020
Thank you for your comment. Yes you are right about nwspgr.m which is available on http://www.sparse-grids.de. 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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