Numerical quadrature routines
Adaptive routines
Trapezoidal rule adaptive integration
Recursive Simpson's rule in BASIC
Non-recursive Adaptive Simpson's rule in Forth
Recursive 3-point Gauss-Legendre in Forth
Non-recursive version
Cauchy principal value integration
Monte Carlo integration
Pseudo-random number generator (needed for Monte Carlo)
"Brute force" Monte Carlo integration
Monte Carlo integration