Automatic Integration of a Function with a Parameter
Two efficient methods for automatic numerical
integration are Romberg integration and adaptive 
Simpson integration.  For integrands of the form f(x)g(x,a)
where a is a parameter, it is shown that 
Romberg's method is more efficient.  A FORTRAN program
shows how to achieve this greater efficiency.
CACM November, 1966
Rabinowitz, P.
