Could anybody suggest a good numerical library for intergration in 1-3 dimensions in fortran 90 / 77? So far I have been using qromb from Numerical Recipes and while it does the job, it is well known that NR stinks and it is difficult to change parameters of integration procedure. I want something along the lines of intel math kernel library, but so that it does other things besides matrices.
How are people's experience with NAG, is ti worth buying?
numerical integration
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