Looking for good codes for 2D numerical integrals...

[Michael]

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!