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Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972. (See Section 25.4.)

Robert Piessens, Elise de Doncker-Kapenga, C.W. Überhuber, D.K. Kahaner. QUADPACK, A subroutine package for automatic integration. Springer Verlag, 1983. (Reference guide for QUADPACK.)

William H. Press, Brian P. Flannery, Saul A. Teukolsky, William T. Vetterling. Numerical Recipes in C. Cambridge, UK: Cambridge University Press, 1988. (See Section 4.5.)

Josef Stoer and Roland Bulirsch. Introduction to Numerical Analysis. New York: Springer-Verlag, 1980. (See Section 3.6.)