I need to evaluate some (one-variable) integrals that neither SAGE nor Mathematica can do symbolically. As far as I can tell, I have two options:

(a) Use GSL (via SAGE), Maxima or Mathematica to do numerical integration. This is really a non-option, since, if I understand correctly, the "error bound" they give is not really a guarantee.

(b) Cobble together my own programs using the trapezoidal rule, Simpson's rule, etc., and get rigorous error bounds using bounds I have for the second (or fourth, or what have you) derivative of the function I am integrating. This is what I have been doing.

Is there a third option? Is there standard software that does (b) for me?

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