libquadrule-dev binary package in Ubuntu Xenial amd64

 QUADRULE is a C library which sets up a variety of quadrature rules, used to
 approximate the integral of a function over various domains.
 .
 QUADRULE returns the abscissas and weights for a variety of one dimensional
 quadrature rules for approximating the integral of a function. The best rule is
 generally Gauss-Legendre quadrature, but other rules offer special features,
 including the ability to handle certain weight functions, to approximate an
 integral on an infinite integration region, or to estimate the approximation
 error.
 .
 This package provides everything needed for compiling C programs that call
 quadrule functions.

Source package