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C++ API

usage:  int = quadndg('Fun',xlow,xhigh)
or
        int = quadndg('Fun',xlow,xhigh,tol)

This function is similar to QUAD or QUAD8 for n-dimensional integration,
but it uses a Gaussian quadrature integration scheme.  
 	int     -- value of the integral
       Fun     -- Fun(x) (function to be integrated) in this case treat
                  all the different values of x as different variables
                  as opposed to different instances of the same variable
       x       -- n length vector of coordinates
       xlow    -- n length vector of lower limits of integration
       xhigh   -- n length vector of upper limits of integration
       tol     -- tolerance parameter (optional)
Note that if there are discontinuities the region of integration 
should be broken up into separate pieces.  And if there are singularities,
a more appropriate integration quadrature should be used 
(such as the Gauss-Chebyshev for a specific type of singularity).