Abstract
We present FORTRAN subroutines that implement the method described in [3] for the stable evaluation of the weights of interpolatory quadratures with prescribed simple or multiple knots. Given a set of knots and their multiplicities, the package generates the weights by using the zeroth moment μ 0 of w , the weight function in the integrand, and the (symmetric tridiagonal) Jacobi matrix J associated with the polynomials orthogonal on ( a, b ) with respect to w . There are utility routines that generate μ 0 and J for classical weight functions, but quadratures can be generated for any μ 0 and J supplied by the user. Utility routines are also provided that (1) evaluate a computed quadrature, applied to a user-supplied integrand, (2) check the polynomial order of precision of a quadrature formula, and (3) compute the knots and weights of simple Gaussian quadrature formula.
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