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Pari is a C library mainly for Number Theory, but it has excellent numerics, both real and complex case and with arbitrary precision. As it seems not to use much symbolics for that it is quite fast. This can be useful for some special functions or integration, see the appended example worksheets (and may be Linear Algebra a bit later these days). For numerical integration I only covered a quite general case in the uploaded sheet, one will find more in the handbook (integrals around Fourier, Laplace and Mellin transforms and circle integrals). Even - as many scientific software - if it is more Unix orientated it can be compiled in a native Windows environment, however some of the original files must be modified. Karim Belabas kindly provided me with needed modifications. As a result I produced a Windows DLL which can be called from Maple, compiled with Dev-C++, a free IDE with compiler MinGW (I did not try Watcom for that, which would be nice as Watcom comes with Maple). It should run on any Windows, since it is not compiled against any specific OS or processor (which should make it faster). Please note that the GNU GPL licence for the DLL applies due to Pari sources. They can be downloaded from http://pari.math.u-bordeaux.fr/download.html for free (binaries are also available). That location provides the documentation as well as additional informations to be retrieved from mailing lists. As a simple hands-on-intro one can use the command line version from the site, http://www.math.u-bordeaux.fr/~belabas/pari/scripts/index.html may be worth a look as well for examples. However I am not aware of lecture notes or books for a friendly introduction (which is really a pity). Download 102_1_using_Pari_from_Maple_for_numerics.mws.zip (8 KB) Download 102_2_numerical_integration_using_Pari.mws.zip (7 KB) here is the needed DLL : pari_230_mpl.dll.zip (845 KB) project files (sources) for Dev-C++ with MinGW (1 MB)
example integral document

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