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 computer code and data files described and made available on this web page are 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 program 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 library which estimate 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.
QUADRULE, 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, a Fortran90 library which defines a variety of quadrature rules over various "interesting" geometric shapes.
TEST_NINT, a Fortran90 library which can be used to test N-dimensional quadrature routines.