C ++ 2D Integration Libraries

Question

Can anyone point out a good C ++ library that can do two-dimensional numerical integration. It should be able to accept a 2D array of known values, and the distance between points can be considered constant (for starters).

It is preferable that he has a license that allows him to modify the code as necessary.

Answer 1

This is actually a C library, but if the GPL licensing terms work, you can try:

http://www.gnu.org/software/gsl/

You want to check out the Monte Carlo integration options described here:

http://www.gnu.org/software/gsl/manual/html_node/Monte-Carlo-Integration.html

Answer 2

This Fortran library easily links to C ++ and is in the public domain:

http://gams.nist.gov/cgi-bin/serve.cgi/Module/CMLIB/ADAPT/2967

This is single precision, but it’s pretty easy to change sources (get “full sources” and go through each function) to switch to double precision.

Answer 3

http://itpp.sourceforge.net/current/

Try it. He can do what you ask and more! And you can change the code as much as you want.

I read somewhere that you can extract libraries from GNU Octave code and use C ++ code in your applications. I'm not sure this is a simple task, but you can try it if you have the time.