Just posted two packages to the Hackage. My intentions to it was that from now everyone from Haskell community can simply google for "Haskell integration of complex functions" and It will be clear as a day that package complex-integrate provides them with needed functionality. Second package is a library with implementation of Theta functions. Hope it helps someone. Details below.
Integration of complex functions
Module for integration of complex functions, which I wrote from scratch because every numeric library I found (including numeric-tools) could calculate only integrals of real-valued functions. I placed it under Data.Complex.Integrate, but maybe there are more suitable place to such a module. It exports a single function called integrate. Package was called complex-integrate. Today I uploaded it to http://hackage.haskell.org/package/complex-integrate
Implementation of Theta-functions
Module with implementation of theta-functions, special complex function of two variables. Details can be found at http://en.wikipedia.org/wiki/Theta_function. I placed it under Numeric.Functions.Theta. It exports four theta-functions and a small helper to calculate their second parameter. Package was called theta-functions. Today I uploaded it to http://hackage.haskell.org/package/theta-functions