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Math.NET Numerics
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mathnet-numerics/docs/content/Integration.md

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#I "../../out/lib/net40"
#r "MathNet.Numerics.dll"
#r "MathNet.Numerics.FSharp.dll"
open System.Numerics
open MathNet.Numerics
open MathNet.Numerics.Integration

Numerical Integration

Simpson's Rule

Newton Cotes Trapezium Rule

Double-Exponential Transformation