Gauss-Legendre Quadrature Feature

@larzw wrote:

Hello!

Would Integration via Gauss-Legendre Quadrature be an interesting feature to add? It would be similar to the GNU Scientific Library function gsl_integration_glfixed see http://www.gnu.org/software/gsl/manual/html_node/Fixed-order-Gauss_002dLegendre-integration.html#Fixed-order-Gauss_002dLegendre-integration

If so let me know!

Thanks,
-Larz

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