Hi all, I am looking for good (accurate, reliable and fast) programs for 2D numerical integrals, one of the integral is of Fourier type. Both integral are on infinite intervals. Could you please give a list of pointers of 2D numerical integration programs that worth trying out? I am planning to do a literature survey and I want to try out a few programs on my current problem. I've heard about the sparse grid based method for 2D integration, does anybody have the code?
Thanks a lot!
