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I recently received a new update to the Tanh-Sinh Quadrature spreadsheet from Graeme Dennes, which may be downloaded from:
From the Readme:
The Tanh-Sinh quadrature workbook has been enhanced as follows:
- The Tanh-Sinh integrator in the workbook may be the fastest finite-interval integrator on the planet!!
- The speed of the DE programs has been doubled.
- A fast finite interval program TINT has been added. It runs at over twice the speed of the Gauss-Kronrod program.
- The speed of the Gauss-Kronrod program has been improved through modifications developed by Berntsen, Espelid and Sorevik.
- The Romberg integrator, written by the author, may be the fastest and most accurate Romberg integrator on the planet!!
- Now includes over 1200 test integrals with true results. This may be the largest set of diverse test integrals available at no cost. It includes several of the “standard” sets of test integrals in wide use.
- The Plotter worksheet now shows two plots: the plot of the selected function over the finite interval (a,b), and the plot of the selected function after being transformed by the Tanh-Sinh function.
- Minor change to allow compatibility with Excel 2007.
- Minor correction.