nintlib, an Octave 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.
product_rule, an Octave code which creates a multidimensional quadrature rule as a product of one dimensional rules.
quad_rule, an Octave code which defines a variety of (mostly 1-dimensional) quadrature rules.
quad_fast_rule, an Octave code which defines efficient versions of a few 1D quadrature rules.
stroud_rule, an Octave code which defines quadrature rules over various interesting geometric shapes.
test_int_2d, an Octave code which defines test integrands for 2D quadrature rules.
test_nint, an Octave code which tests multi-dimensional quadrature routines.