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NINTLIB\ Multi-dimensional quadrature {#nintlib-multi-dimensional-quadrature align=”center”} ============================


NINTLIB is a C++ library 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.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

NINTLIB is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

FEKETE, a C++ library which defines a Fekete rule for quadrature or interpolation over a triangle.

INTEGRAL_TEST, a FORTRAN90 program which tests the suitability of a set of N points for use in an equal-weight quadrature rule over the multi-dimensional unit hypercube.

INTLIB, a FORTRAN90 library which estimates the integral of a function over a one-dimensional interval.

NINT_EXACTNESS, a C++ program which demonstrates how to measure the polynomial exactness of a multidimensional quadrature rule.

PRODUCT_RULE, a C++ program which can create a multidimensional quadrature rule as a product of one dimensional rules.

QUADRULE, a C++ library which defines a variety of (mostly 1-dimensional) quadrature rules.

STROUD, a C++ library which defines a variety of quadrature rules over various “interesting” geometric shapes.

TEST_INT_2D, a C++ library which defines test integrands for 2D quadrature rules.

TEST_NINT, a C++ library which tests multi-dimensional quadrature routines.

Reference: {#reference align=”center”}

  1. Philip Davis, Philip Rabinowitz,\ Methods of Numerical Integration,\ Second Edition,\ Dover, 2007,\ ISBN: 0486453391,\ LC: QA299.3.D28.

Source Code: {#source-code align=”center”}

Examples and Tests: {#examples-and-tests align=”center”}

List of Routines: {#list-of-routines align=”center”}

You can go up one level to the C++ source codes.


Last revised on 01 March 2007.