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