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Category Archives: Numerical integration
Tanh-Sinh Quadrature via F2PY
Fast and accurate numerical integration routines based on the Tanh-Sinh method are available as Excel VBA based functions in the Tanh_Sinh Quadrature spreadsheet by Graeme Dennes. Graeme’s VBA code is based on open source Fortran code by Takuya Ooura, which … Continue reading
Posted in Excel, Fortran, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA
Tagged Excel, Excel-Python, F2Py, numerical integration, Python, SciPy, Tanh-Sinh Quadrature, UDF, VBA
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xlSciPy – Python SciPy for Excel; Update with new functions
The xlSciPy spreadsheet, previously described here, has been updated with new functions for integration, finding equation roots and maxima and minima, solving systems of non-linear equations, and evaluation of equations entered as text. The new version (including full open-source VBA … Continue reading
Posted in Excel, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA
Tagged Excel, ExcelPython, Integration, minimization, Python, root finding, SciPy, SciPy.optimize, solvers, UDF, VBA
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Numerical Integration; Tanh-Sinh Quadrature v. 4.3
A new version (4.3) of the numerical integration spreadsheet by Graeme Dennes is now available for download from Tanh_Sinh Quadrature. The Tanh-Sinh Quadrature Version 4.3 workbook now provides a feature for the integration of integrands contained in independent (external) UDFs. … Continue reading
Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA
Tagged Double Exponential, Excel, Gauss-Kronrod, numerical integration, Romberg, Tanh-Sinh method, Tanh-Sinh Quadrature, UDF, VBA
6 Comments
ExcelPython2, Alglib and Spline-Matrix Rel 2.03
Following a comment here: ExcelPython2, Alglib and Spline-Matrix update I have updated the VBA and Python code, and added a missing Python module to the download zip file. See the earlier post for details of installation and use, or download the revised files … Continue reading
Posted in AlgLib, Excel, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA
Tagged AlgLib, Excel, ExcelPython, Python, Spline-Matrix, UDF, VBA
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Numerical Integration; Tanh-Sinh Quadrature v. 4.2
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 … Continue reading
Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA
Tagged Double Exponential, Excel, Gauss-Kronrod, numerical integration, Romberg, Tanh-Sinh method, Tanh-Sinh Quadrature, UDF, VBA
2 Comments