nintlib, a Fortran77 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 esitmates the integral of a function over a one-dimensional interval.
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_nint, a Fortran90 code which tests M-dimensional quadrature routines.