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Numerical integration package in MKL



I have "old" codes that call Fortran numerical_libraries routine GQRUL and DGQRUL for calculating Gauss-Legendre quadrature rule to perform numerical integration.  I used to be able to just put a line in the main routine "USE numerical_libraries" and subsequently was able to call GQRUL and DGQRUL functions.  

Currently, I have Intel® Parallel Studio XE Composer Edition for Fortran with Rogue Wave IMSL 7.0 for Windows*

I have been trying to compile the old codes with routines from Numerical_libraries but I get the feeling that MKL that I have doesn't have GQRUL routine or in fact any kind of extensive array of routines for numerical integration that were in numerical_library.

Am I correct?  I really need to use Gauss-Legendre quadrature rule routine; how do I go about this?




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Honored Contributor III

The routines that you are looking for are in the IMSL libraries, not in MKL. Likewise, "Use Numerical_Libraries" pertains to IMSL and not MKL. Specifically, that USE statement is appropriate if you are calling the IMSL routines using the F77 interface. If you are using the F95/F2003 interfaces, you may either USE the specific modules for GQRUL and GQRCF, or you can insert USE IMSL_LIBRARIES.

For this to work, there are steps that you need to take to make the IMSL libraries available in your Visual Studio projects. See

If you are using the command line environment, the /Qimsl flag of the Intel Fortran compiler may suffice, or you can use the various IMSL related flags such as FFLAGS, LINK_FNL, etc.

Have you tried building and running the example code given in the IMSL manual under GQRUL?

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