Catalog of Functionality > IMSL Mathematics Toolkit > Quadrature
  

Quadrature
INTFCN
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.

Version 2017.0
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