Quadrature

INTFCN Function

Integration of a user-defined univariate orbivariate function

INTFCNHYPER Function

Iterated integral on a hyper-rectangle

GQUAD Procedure

Gauss quadrature formulas

DERIV Function

Numerical differentiation using three-point Lagrangian

FCN_DERIV Function

Computes the first, second, or third derivative of a user-supplied function.

INTFCN_QMC Function

Integrates a function on a hyper-rectangle using a quasi-Monte Carlo method.