Name 

Description 

 

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 

Integration by using Gauss quadrature algorithm with no additional parameters for Fun. 

 

QuadGauss 

Evaluate the numerical integral between lower and upper bound using Gauss quadrature algorithm. 

 

QuadGauss 

Numerical integration by using regular Gaussian quadrature scheme (Fun defined only with double(s)). 

 

QuadGauss 

Numerical integration by using regular Gaussian quadrature scheme. 

 

QuadRegular 

Numerical integration by using optimized quadrature formula. 

 

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.