Adaptive Gaussian Quadrature in 1D and 2D

Adaptive Gaussian quadrature in 1D and 2D. Gauss-Legendre quadrature is used on each panel. Each panel is adaptively sub-divided till convergence of the quadrature (to the desired precision) on each panel is reached.

---

AGQ on interval:

To run the AGQ in 1D on an interval:

make -f makefile_1D.mk

./exec/quadrature1D

The driver file is ./examples/test1D.cpp.

---

AGQ on rectangle:

To run the AGQ in 2D on a rectangle:

make -f makefile_2D.mk

./exec/quadrature2D

The driver file is ./examples/test2D.cpp.