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Demonstration of Gaussian Quadrature

Let us here compare three methods for integrating, namely the trapezoidal rule, Simpson's method and the Gauss-Legendre approach. We choose two functions to integrate: \begin{equation*} \int_1^{100}\frac{\exp{(-x)}}{x}dx, \end{equation*} and \begin{equation*} \int_{0}^{3}\frac{1}{2+x^2}dx. \end{equation*}