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Quadpack - http://www.netlib.org/quadpack/
Package for the numerical computation of definite one-dimensional integrals. |
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http://www.cs.kuleuven.be/~nines/software/CUBPACK/ - http://www.cs.kuleuven.be/~nines/software/CUBPACK/
Fortran 95 code for automatic integration of functions over one or more-dimensional regions. |
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UNSW Applied Mathematics - McLean - http://web.maths.unsw.edu.au/~mclean/
Sake is a Fortran 95 library that generates special-purpose, 4D quadrature rules used in boundary element computations for integral equations on surfaces. Gaussquad provides a Fortran 95 module that generates all of the classical Gauss quadrature rules, including the Radau and Lobatto variants. |
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Alan Genz's homepage - http://www.math.wsu.edu/math/faculty/genz/homepage
Multi-dimensional integration, particularly for statistical applications. |