Quadrature
Integration of a user-defined univariate orbivariate function
INTFCNHYPER
Iterated integral on a hyper-rectangle
GQUAD
Gauss quadrature formulas
DERIV
Numerical differentiation using three-point Lagrangian
FCN_DERIV
Computes the first, second, or third derivative of a user-supplied function.
INTFCN_QMC
Integrates a function on a hyper-rectangle using a quasi-Monte Carlo method.