<t> Hi , ok I was not clear (sorry for my english ...) My question is : Is numerically efficient to compute myself orthogonal polynoms for a special weight w(x) ? is it more efficient than NaG quadrature algorithm ? It isn't a theorical question but a numerical. For instance the theory of hermite po...

<t>Hi , I need some advices about quadrature ! I need to compute many times an integration of f(x)w(x) on [0,1] ( f can change a little but w don't change). I use NaG library's integration tool each time but I wonder whether it would be more efficient to compute quadrature points for weights w(x) (w...