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Numerical Integration
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PAMIHR
Fortran 77 multidimensional quadrature package.
UNSW Applied Mathematics - 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.
CUBPACK
Fortran 95 code for automatic integration of functions over one or more-dimensional regions.
Alan Genz's homepage
Multi-dimensional integration, particularly for statistical applications.
Quadpack
Package for the numerical computation of definite one-dimensional integrals.
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