Good morning,
I'm looking for a free library which solve numerically a definite
multidimensional integral with adaptive methods. I've already tried Monte
Carlo methods and I'd try something different, such as Gauss Kronrod.
I found on your website, in the section "Numerical Integration", some
interesting routines but, as you write, they work only in one dimension.
I'd like to ask if you developed or know some others free library for
multidimensional numerical integration.
I'm looking forward to hearing from you.
Thank you!
Regards,
*Cristian Sannicolò*