The latest version (4.2) of the numerical integration spreadsheet by Graeme Dennes is now available for download from Tanh_Sinh Quadrature.

For more details of the background see: Faster Integration with the Tanh-Sinh Method and subsequent posts on this subject.

In addition to the code and examples on the use of Tanh-Sinh quadrature and a number of other techniques, the download file contains examples and thoroughly documented code for a range of other spreadsheet and VBA functions, including:

• Dynamic linking of graphs to function results, without writing the results to the spreadsheet
• Evaluating functions entered as text on the spreadsheet
• Timing of function execution time with a high precision timer
• Accurate determination of processor constants, such as maximum an minimum floating point values.
• VBA code for the complete range of standard trigonometry functions
• Examples of incorporating the quadrature functions in other routines.

The revisions included in Ver. 4.2 are listed below.  In the next post in this series I will look in more detail at how these functions can be incorporated in other spreadsheets.

Version 4.2 Release Notes

1. Following a private suggestion, all quadrature programs now provide the number of function evaluations as a more useful performance metric.
2. The Romberg program runs in 30 percent of the time taken by the previous (V4.1) release, and accuracy averages only one digit less than Tanh-Sinh. The Romberg algorithm implemented herein by the author may be the fastest and most accurate to date.
3. The function plotter is located on a separate worksheet for convenience.
4. Finite interval test functions total 400, which may be the largest set of diverse test integrals available (with answers) at no cost.

Graeme Dennes