Gaussian (type) Quadrature Rules

GQR is a library implementing various methods for generating quadrature rules. Some of these are standard Gaussian quadratures with various common weight functions. There is a simple example program which demonstrates the use of the functions to generate a quadrature rule and use it to integrate a function. The library can also generate rules for the evaluation of integrals defined as Cauchy principal values and Hadamard finite parts as described in the references.