A review of Gaussian quadrature for numerical integration. Discusses Lagrange's interpolation and the theory of orthogonal polynomials. 
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Cite as: 
 
Saad, T. "Quadrature Methods for Numerical Integration". 
Weblog entry from 
Please Make A Note. 
https://pleasemakeanote.blogspot.com/2011/04/quadrature-methods-for-numerical.html
