You can numerically evaluate definite integrals of (well behaved) user defined functions.
Integration methods include: trapezoidal, Romberg or Gaussian Quadrature.
You can integrate complex-valued functions.
Gaussian Quadrature has an optional adaptive algorithm to subdivide the integration range optimally.
Multidimensional integrations can be performed by nested 1D or 2D integrations.
Igor Pro 9
Igor XOP Toolkit
Igor NIDAQ Tools MX