The Gaussian quadrature routine support both real and complex-valued quadrature.
For example, the Lambert-W function admits the integral representation
-W(z) = 1/2\u03A0 \u222B[sub -\u03A0][super \u03A0] ((1- v cot(v) )^2 + v^2)/(z + v csc(v) exp(-v cot(v))) dv
+[expression ['W(z) = 1/2\u03A0 \u222B[sub -\u03A0][super \u03A0] ((1- v cot(v) )^2 + v^2)/(z + v csc(v) exp(-v cot(v))) dv]]
so it can be effectively computed via Gaussian quadrature using the following code:
[gauss_example]
-[endsect]
+[endsect] [/section:gauss Gauss-Legendre quadrature]
+