nintlib, a Fortran90 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.
intlib, a Fortran90 code which estimates the integral of a function over a one-dimensional interval.
product_rule, a Fortran90 code which constructs a product rule from 1D factor rules.
quadrature_rules, a dataset directory which contains sets of files that define quadrature rules over various 1D intervals or multidimensional hypercubes.
quad_rule, a Fortran90 code which defines a variety of (mostly 1-dimensional) quadrature rules.
stroud_rule, a Fortran90 code which defines a variety of quadrature rules over various interesting geometric shapes.
test_int_2d, a Fortran90 code which defines test integrands for 2D quadrature rules.
test_nint, a Fortran90 code which defines test functioins for multi-dimensional quadrature routines.
testpack, a Fortran90 code which defines a set of integrands used to test multidimensional quadrature.