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Directory Sites
Multi-dimensional integration, particularly for statistical applications.
www.math.wsu.edu
Fortran 77 multidimensional quadrature package.
pixel.dma.unina.it
Package for the numerical computation of definite one-dimensional integrals.
www.netlib.org
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.
web.maths.unsw.edu.au
Fortran 95 code for automatic integration of functions over one or more-dimensional regions.
www.cs.kuleuven.be