The iteration-free Gauss-Legendre quadrature method of Ignace Bogaert in C99. Fast, due to the simple formulae and the _O_(1) complexitycomputation of individual Gauss-Legendre quadrature nodes and weights;accurate, the error on the nodes and weights within a few multiples ofmachine epsilon.A port of the `fastgl` package  by Ignace Bogaert.
1. I. Bogaert, "Iteration-Free Computation of Gauss-Legendre Quadrature Nodes and Weights", SIAM Journal on Scientific Computing, Volume 36, Number 3, 2014, pages A1008-1026.2. https://sourceforge.net/projects/fastgausslegendrequadrature/