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Numerical tools

Interesting software tools for numerical analysis
Econometric Software Links from The Econometrics Journal online
Links to a large number of useful links gathered by the Econometrics Journal.
Cuba
A C library for multidimensional numerical integration (quasi Monte-Carlo and cubature rules)
Quadrule
QUADRULE is a library of FORTRAN90 routines, using double precision arithmetic, which set up a variety of quadrature rules, used to approximate the integral of a function over various domains.
 Stroud
STROUD is a library of FORTRAN90 routines, using double precision arithmetic, which implement multidimensional quadrature rules of Arthur Stroud.
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