Adds support for numerical integration and differentiation.

Types

Name	Summary
TIntegrateAlgo	Defines integration algorithm.
TIntStopReason	Defines numerical integration algorithm exit reason.
TNumericGradMethod	Numerical gradient approximation methods.
TQuadMethod	Defines weight type for Gauss quadrature integration algorithm.

Routines

Name	Summary
MonteCarlo	Numerical integration by Monte Carlo method.
NumericGradDifference	Numerical gradient by numerical differentiation using the forward difference quotient.
NumericGradHess	Numerical gradient and Hessian matrix.
NumericGradRichardson	Numerical gradient by high precision numerical differentiation.
QuadGauss	Numerical integration by using regular Gaussian quadrature scheme.
Romberg	Numerical integration by using recursive Romberg algorithm.
WeightsChebyshevGauss	Chebyshev-Gauss base points and weights.
WeightsGauss	Gauss base points and weights.
WeightsNewtonCotes	Newton-Cotes base points and weights.

Vars

Name	Summary
GradStepSize

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