IDL Analyst Reference Guide: Quadrature

Quadrature Routines

Univariate and Bivariate Quadrature

IMSL_INTFCN—Integration of a user-defined univariate or bivariate function.

Arbitrary Dimension Quadrature

IMSL_INTFCNHYPER—Iterated integral on a hyper-rectangle.

IMSL_INTFCN_QMC—Integrates a function on a hyper-rectangle using a Quasi Monte Carlo method.

Gauss Quadrature

IMSL_GQUAD—Gauss quadrature formulas.

Differentiation

IMSL_FCN_DERIV—First, second, or third derivative of a function.

  IDL Online Help (March 06, 2007)