QuadGK.jl
Documentation:
This package provides support for one-dimensional numerical integration in Julia using adaptive Gauss-Kronrod quadrature. The code was originally part of Base Julia.
The package provides three functions: quadgk, gauss, and kronrod.
quadgk performs the integration, gauss computes Gaussian quadrature points and weights for integrating
over the interval [-1, 1], and kronrod computes Kronrod points, weights, and embedded Gaussian quadrature
weights for integrating over [-1, 1].
For more information, see the documentation.