Gauss Legendre Integration Node and Weights

This script is for computing definite integrals using Legendre-Gauss

% Gaulegwt.m

%

% This script is for computing definite integrals using Legendre-Gauss

% Quadrature. Computes the Legendre-Gauss nodes and weights on an interval

% [x1, x2] with truncation order N

%

% Suppose you have a continuous function f(x) which is defined on [x1, x2]

% which you can evaluate at any x in [x1, x2]. Simply evaluate it at all of

% the values contained in the x vector to obtain a vector f. Then compute

% the definite integral using sum(f.*w);

%

% Written by Lateef Kareem - 12/02/2018