Numerical Integration on an Arbitrary Grid

Computes weights for numerical integration on arbitrary grid points.
Updated 8 Feb 2005

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This script computes weights for numerically solving a definite integral on a finite interval where arbitrary grid points are chosen. Obviously, the Legendre points are optimal, but sometimes it is necessary to compute inner products on an unstructured grid.

Cite As

Greg von Winckel (2024). Numerical Integration on an Arbitrary Grid (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

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