On Thu, Aug 9, 2012 at 12:44 AM, Ondřej Čertík <ondrej.cer...@gmail.com> wrote:
> Hi,
>
> I want to have a simple script to obtain the Gaussian quadrature
> points and weights.
> I started with points, that are just roots of Legendre polynomials [1, 2]:

You could perhaps adapt the code mpmath uses internally to compute
weights for Gaussian quadrature:
https://github.com/fredrik-johansson/mpmath/blob/master/mpmath/calculus/quadrature.py#L428

Fredrik

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