Here we will discuss some of the classical methods for integrating a function. The methods we discuss are

1. Equal step methods like the trapezoidal, rectangular and Simpson's rule, parts of what are called Newton-Cotes quadrature methods.
2. Integration approaches based on Gaussian quadrature.

The latter are more suitable for the case where the abscissas are not equally spaced. We emphasize methods for evaluating few-dimensional (typically up to four dimensions) integrals. Multi-dimensional integrals will be discussed in connection with Monte Carlo methods.