nintlib, a MATLAB code which estimates integrals over multi-dimensional regions.
Please note that 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 computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
nintlib is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
product_rule, a MATLAB code which can create a multidimensional quadrature rule as a product of one dimensional rules.
quadrule, a MATLAB code which defines a variety of (mostly 1-dimensional) quadrature rules.
quadrule_fast, a MATLAB code which defines efficient versions of a few 1D quadrature rules.
stroud, a MATLAB code which defines quadrature rules over various "interesting" geometric shapes.
test_int_2d, a MATLAB code which defines test integrands for 2D quadrature rules.
test_nint, a MATLAB code which tests multi-dimensional quadrature routines.