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.