QUADPACK

QUADPACK is a FORTRAN 77 library for numerical integration of one-dimensional functions. It was included in the SLATEC Common Mathematical Library and is therefore in the public domain. The individual subprograms are also available on netlib.

The GNU Scientific Library reimplemented the QUADPACK routines in C. SciPy provides a Python interface to QUADPACK.

Routines

The main focus of QUADPACK is on automatic integration routines in which the user inputs the problem and an absolute or relative error tolerance and the routine attempts to perform the integration with an error no larger than that requested. There are nine such automatic routines in QUADPACK, in addition to a number of non-automatic routines. All but one of the automatic routines use adaptive quadrature.

Each of the adaptive routines also have versions suffixed by E that have an extended parameter list that provides more information and allows more control. Double precision versions of all routines were released with prefix D.