Recreating classical schemes with arbitrary precision

With quadpy, it's easy to regenerate classical Gauss quadrature schemes are listed in, e.g., Stroud & Secrest.

Some examples:

from mpmath import mp

mp.dps = 30
scheme = quadpy.c1.gauss_legendre(96, mode="mpmath")

mp.dps = 20
scheme = quadpy.e1r2.gauss_hermite(14, mode="mpmath")

mp.dps = 50
scheme = quadpy.e1r.gauss_laguerre(13, mode="mpmath")

print(scheme.points_symbolic)
print(scheme.weights_symbolic)

Relevant publications

• A.H. Stroud and D. Secrest, Gaussian Quadrature Formulas, 1966, Prentice Hall, Series in Automatic Computation