nintlib, a C++ code which estimates integrals over multi-dimensional regions.
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.
The information on this web page is distributed under the MIT license.
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.
product_rule, a C++ code which creates a multidimensional quadrature rule as a product of one dimensional rules.
quad_rule a C++ code which contains information about quadrature rules, both as tabulated values, and as computational procedures.
stroud_rule, a C++ code which defines a variety of quadrature rules over various "interesting" geometric shapes.
test_int_2d, a C++ code which defines test integrands for 2D quadrature rules.
test_nint, a C++ code which tests multi-dimensional quadrature routines.
triangle_fekete_rule, a C++ code which defines a Fekete rule for quadrature or interpolation over a triangle.