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On this question, I asked broadly about computing the Gauss Legendre quadrature for large N. However, I've mentioned there in the "edit" section an algorithm I've found on the web, which theoretically I don't understand.

I think that it is not an easy homework kind of question, and therefore belongs in MO. Should I open a new thread?

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It seems that you have a new question and the old question was already answered. I therefore suggest asking a new question, for two reasons:

  • It is clearer to state separate questions as separate questions, even if related. You can add links between the questions.
  • Expanding your question makes previously complete answers incomplete. I would not consider that very polite towards the answerers.

You might also want to check the discussion in the related question Extending questions and answers gradually.

A practical note: The edit section of your question does not contain a question. The edit combined with your comment makes look like a question, but it's unclear if and how you want people to answer it. It seems to me that your new question needs some more background to be clear and answerable.

I'm not an expert on the topic itself, so I will leave it for others to decide whether it is on-topic.

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