Directory of Numerical Integration Resources

Home > Computers > Programming > Languages > Fortran > Source Code > Numerical Integration

Fortran codes to compute integrals numerically (as opposed to analytically).

Resources in This Category

• Alan Genz's homepage

  http://www.math.wsu.edu/math/faculty/genz/homepage
  Multi-dimensional integration, particularly for statistical applications.

• CUBPACK

  http://www.cs.kuleuven.be/~nines/software/CUBPACK/
  Fortran 95 code for automatic integration of functions over one or more-dimensional regions.

• Quadpack

  http://www.netlib.org/quadpack/
  Package for the numerical computation of definite one-dimensional integrals.

 

Home > Computers > Programming > Languages > Fortran > Source Code > Numerical Integration

 

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