% matlab code (you have to also use lgwt.m)
% use Gaussian Quadrature method for integration (look into numerical reciepes in C for more details)
f=inline("cos(10*x)");
x0=-1;
x1=1;
N=4;
dx=(x1-x0)/N;
[x,w]=lgwt(N,x0,x1); % get the weights and sampling points for Gaussain quadratures
S=0.0;
for i=1:N
S=S+w(i)*f(x(i));
end
err=sin(10)/5-S;