testpack, a Fortran77 code which demonstrates the testing of a routine for multidimensional integration.
In this case, the code being tested is a subroutine known as ADAPT, written by Genz. The code is tested on six test integrand functions, also defined by Genz. The test is done with a variety of spatial dimensions, parameter values, and difficulty factors.
The information on this web page is distributed under the MIT license.
testpack is available in a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version.
integral_test, a Fortran90 code which tests the suitability of a set of N points for use in an equal-weight quadrature rule over the M-dimensional unit hypercube.
intlib, a Fortran90 code which estimates the integral of a function over a one-dimensional interval.
kronrod, a Fortran77 library which can compute a Gauss and Gauss-Kronrod pair of quadrature rules of arbitrary order, by Robert Piessens, Maria Branders.
nintlib, a Fortran77 library which estimates the integral of a function over a one-dimensional interval.
quad_rule, a Fortran90 library which defines a variety of (mostly 1-dimensional) quadrature rules.
smolpack, a C library which uses the Genz test functions to demonstrate quadrature in multiple dimensions using a sparse grid.
spinterp, a MATLAB library which uses the Genz test functions to demonstrate multilinear interpolation on a sparse grid.
stroud_rule, a Fortran90 code which defines a variety of quadrature rules over various "interesting" geometric shapes.
test_nint, a Fortran90 code which tests N-dimensional quadrature routines.