Numerical Integration With Tanh-Sinh Quadrature v 5.0

Graeme Dennes has updated his Tanh-Sinh Quadrature spreadsheet to V 5.0. The new version (including full open source code) may be downloaded from:

Tanh-Sinh Quadrature

Graeme’s summary of the new features in the spreadsheet:

The Tanh-Sinh quadrature workbook has been enhanced as follows:

The Tanh-Sinh integrator in the workbook is the fastest and simplest finite-interval integrator on the planet!! It’s the new benchmark for Tanh-Sinh integrator performance!

The speed of the Tanh-Sinh, DE1, DE2 and DE3 programs has been increased through using recent (2017) programs provided by César Rodríguez. The programs are simpler and faster than those used previously. The state-of-the-art in Tanh-Sinh integration has been moved forward.

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.

My on-sheet demonstration of the workings of the Tanh-Sinh code has now also been added to the spreadsheet (see Numerical integration with on-sheet calculations for background and sample screen-shots).

The WP 34s version of the code by César Rodríguez is available from :

https://www.hpmuseum.org/forum/thread-8021-page-2.html

See the Copyright tab of the download spreadsheet for many other links.

Update: 7th Nov 2020:

Graeme has made a minor correction to the double-exponential limit constant (now set to 6.56) in the 2 x T-S and 3 x DE programs. This is the figure for which exp(exp(6.56)) remains (just) under the 1.79 x 10^308 max figure as set by IEEE 754.

The version number is now 5.01, and the new version may be downloaded from the link at the top of this post.

This entry was posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA and tagged , , , , . Bookmark the permalink.

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