Functions
| 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 (4) | Integration by using Gauss quadrature algorithm with no additional parameters for Fun. |
| 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. |
Enumerations
| Name | Description |
|---|---|
| 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. |