1D Gaussian quadrature

Integration on any straight line of length $L$ can be transformed into integration on the interval [-1, 1] by a simple transformation

$\int_{z_{1}}^{z_{2}} f(z) dz = \int \limits_{-1}^{1} \frac{L}{2} f(\xi) d\xi$

Note that the equation for transformation reads

$z = \frac{z_2 – z_1}{2} \xi + \frac{z_1 + z_2}{2}$

The integration on interval [-1,1] can be approximated by a summation.

$\int \limits_{-1}^{1} f(\xi) d\xi \approx \sum \limits_{i=1}^{n} w_{i} f(\xi_i)$

The above equation is the common form for numerical evaluation of integration. Following the Gaussian quadrature, the coordinates and weights of integration points (or Gauss points) can be referred to 

Approximation of a curve
Figure 1. Approximation of a curve by multiple line segments (piece-wise linear approximation)

The extension to integration on 2D domain is presented here