Demonstration of Gaussian Quadrature

The second table however shows that for smaller integration intervals, both the trapezoidal rule and Simpson's method compare well with the results obtained with the Gauss-Legendre approach.

\( N \) Trapez Simpson Gauss-Legendre
10 0.798861 0.799231 0.799233
20 0.799140 0.799233 0.799233
40 0.799209 0.799233 0.799233
100 0.799229 0.799233 0.799233
1000 0.799233 0.799233 0.799233