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
INTFCN_QMC Function—Intergrates a function on a hyper-rectangle using a Quasi Monte Carlo method.
Gauss Quadrature
Numerical Differentiation
DERIV Function—Numerical differentiation using three-point Lagrangian.
Differentiation