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A Quadrature (Numerical Integration) algorithm which has a number of desirable properties.
References
Favati, P.; Lotti, G.; and Romani, F.  ``Interpolary Integration Formulas for Optimal Composition.''
  ACM Trans. Math. Software 17, 207-217, 1991.
 
Favati, P.; Lotti, G.; and Romani, F.  ``Algorithm 691: Improving QUADPACK Automatic Integration Routines.''
  ACM Trans. Math. Software 17, 218-232, 1991.