Univariate and Bivariate Quadrature

---

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

Arbitrary Dimension Quadrature

---

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

IMSL_INTFCNHYPER: Iterated integral on a hyper-rectangle.

Gauss Quadrature

---

IMSL_GQUAD: Gauss quadrature formulas.

Differentiation

---

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