Category Archives: Numerical integration

More on the Excel Evaluate function

Posted on 14/12/2010 by dougaj4

Previous posts have presented the Eval() User Defined Function, using the Evaluate function in VBA to evaluate mathematical functions displayed as text (Evaluate Function, Evaluate Function – Update).  It was recently pointed out by Jeff Weir that the Evaluate function has its origins … Continue reading →

Posted in Excel, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , | 4 Comments

Tanh-Sinh Quadrature Update 2

Posted on 22/11/2010 by dougaj4

I have copied the latest version of Graeme Dennes’ Tanh-Sinh Quadrature spreadsheet to my download site:  Click here to download Tanh-Sinh.zip As before, the download includes full open-source code, and detailed notes by Graeme. In the new version the Gauss-Kronrod function … Continue reading →

Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , | 4 Comments

Tanh-Sinh Quadrature update

Posted on 20/10/2010 by dougaj4

Graeme Dennes has been continuing work on his Tanh-Sinh Quadrature function, and recently sent me a revised version, which can be downloaded from: Tanh-Sinh.zip The main change is a new automatic tolerance adjustment feature which automatically increases the tolerance for … Continue reading →

Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , | 9 Comments

Faster Integration with the Tanh-Sinh Method

Posted on 10/10/2010 by dougaj4

In my previous post about numerical integration I mentioned that I would be writing about another lesser known method providing better speed and/or accuracy in many cases.  The method is known as Tanh-Sinh quadrature, and has been implemented in Excel by a reader … Continue reading →

Posted in Excel, Maths, Numerical integration, UDFs, VBA | Tagged , , , , , , , | 3 Comments

Eval.xls and the ALGLIB integration functions.

Posted on 11/09/2010 by dougaj4

In a comment on a previous post on numerical integration I mentioned that I might implement the ALGLIB integration functions using the same technique, that is using the VBA Evaluate function to evaluate functions entered as text in the spreadsheet.  Well … Continue reading →

Posted in AlgLib, Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , | 4 Comments