R. Cools et al., ALGORITHM-764 - CUBPACK- A C++ PACKAGE FOR AUTOMATIC 2-DIMENSIONAL CUBATURE(+ ), ACM transactions on mathematical software, 23(1), 1997, pp. 1-15
In this article, software for the numerical approximation of double in
tegrals over a variety of regions is described. The software was writt
en in C++. Classes for a large number of shapes are provided. A global
adaptive integration algorithm is used based on transformations and s
ubdivisions of regions.