nintlib


nintlib, a C code which estimates integrals over multi-dimensional regions.

Please note that these routines are simple and academic. A good program for computing an integral in multiple dimensions must include error estimation and adaptivity. Simple straightforward approaches to reducing the error will cause a ruinous explosion in the number of function evaluations required.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

nintlib is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version.

Related Data and Programs:

nintlib_test

c_rule, a C code which computes a quadrature rule which estimates the integral of a function f(x), which might be defined over a one dimensional region (a line) or more complex shapes such as a circle, a triangle, a quadrilateral, a polygon, or a higher dimensional region, and which might include an associated weight function w(x).

test_int_2d, a C code which defines test integrands for 2D quadrature rules.

Reference:

  1. Philip Davis, Philip Rabinowitz,
    Methods of Numerical Integration,
    Second Edition,
    Dover, 2007,
    ISBN: 0486453391,
    LC: QA299.3.D28.

Source Code:


Last revised on 14 July 2019.