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Gauss-Legendre Quadrature, 5 point rule

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created by: Thijs van den Berg (http://www.sitmo.com)
Gauss-Legendre Quadrature, 5 point rule equation

The Gauss-Legendre quadrature is based on the use of an optimally chosen polynomial to approximate an integrand. It has an error of order 2n, and is exact for function f(x) that are polynomials order order 2n.

List of symbols

The function that is integrated
Weights
Point (abscissae)
n Number op points

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