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Modern Fortran QUADPACK Library for 1D numerical quadrature

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It would be nice to add the MATLAB algorithm, which is described in > Shampine, L. F. (2008). Vectorized adaptive quadrature in MATLAB. Journal of Computational and Applied Mathematics, 211(2),...

``` ---> Testing quadpack Executing: cd "/opt/local/var/macports/build/_opt_PPCRosettaPorts_fortran_quadpack/quadpack/work/quadpack-2.1.1" && /opt/local/bin/fpm test --flag="-I/opt/local/var/macports/build/_opt_PPCRosettaPorts_fortran_quadpack/quadpack/work/destroot/opt/local/include" --link-flag="-L/opt/local/var/macports/build/_opt_PPCRosettaPorts_fortran_quadpack/quadpack/work/destroot/opt/local/lib" --profile="release" [ 0%] quadpack_double.F90 [ 7%] quadpack_double.F90 done. [ 7%] quadpack_quad.F90 [ 15%] quadpack_quad.F90 done. [ 15%] quadpack_single.F90...

See [quadrature-fortran](https://github.com/jacobwilliams/quadrature-fortran). Can we merge that library into this one? All the routines would need to be made recursive. Could allow the method to be independently-selected for each dimension.

enhancement

The [GNU Scientific Library](https://www.gnu.org/software/gsl/doc/html/integration.html#) also contains an implementation of the algorithm from > P. Gonnet, “Increasing the Reliability of Adaptive Quadrature Using Explicit Interpolants”, ACM Transactions on Mathematical Software, Volume...

enhancement

Consider adding fixed-precision versions of David H. Bailey's routines from [tquad.f90](https://github.com/jacobwilliams/MPFUN2020/blob/master/fortran-var1/tquad.f90) in MPFUN2020. * **quadts**: tanh-sinh quadrature scheme of Takahashi and Mori, for functions on a finite interval such as...

enhancement

Consider replacing linpack `DGTSL` with lapack `DGTSV`. This was done in the SciPy version. See: https://github.com/scipy/scipy/commit/361468a6b08e731936d761f5130799fca962acaf#diff-3bc2ad4ff04dcd0fd46bde7b0a273a6b453177a8494cbc77f08009db5cb8ad93

Need to figure out how to regenerate the remaining coefficients in `dqng`.

For quickly accessing the API documentation, I would add its link to the About section. Anyway, it didn't take me long to find it in the Readme. Thanks for maintaining...

One feature of Fortran is the built-in complex data type, which is important in scientific computing while not supported by languages like C++ by default. Integrating a complex-valued function is...