nintlib

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.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

nintlib is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

nintlib_test

INTLIB, a FORTRAN90 library which esitmates the integral of a function over a one-dimensional interval.

QUADRULE, a FORTRAN90 library which defines a variety of (mostly 1-dimensional) quadrature rules.

STROUD, a FORTRAN90 library which defines a variety of quadrature rules over various "interesting" geometric shapes.

TEST_NINT, a FORTRAN90 library which tests M-dimensional quadrature routines.

Reference:

1. Philip Davis, Philip Rabinowitz,
   Methods of Numerical Integration,
   Second Edition,
   Dover, 2007,
   ISBN: 0486453391,
   LC: QA299.3.D28.

Source Code:

• nintlib.f, the source code.
• nintlib.sh, commands to compile the source code.