Quadrature
 
This section contains the following topics:
*Univariate and Bivariate Quadrature
*INTFCN Function—Integration of a user-defined univariate or bivariate function.
*Arbitrary Dimension Quadrature
*INTFCNHYPER Function—Iterated integral on a hyper-rectangle.
*INTFCN_QMC Function—Intergrates a function on a hyper-rectangle using a Quasi Monte Carlo method.
*Gauss Quadrature
*GQUAD Procedure—Gauss quadrature formulas.
*Numerical Differentiation
*DERIV Function—Numerical differentiation using three-point Lagrangian.
*Differentiation
*FCN_DERIV Function—First, second, or third derivative of a function.