Tag Archives: Gauss-Kronrod

Numerical Integration; Tanh-Sinh Quadrature v. 4.4

Update 27 Nov 2018: Version 4.41 now available from the link below, with minor modifications for compatibility with Excel 2007. I recently received a new version (4.4) of the numerical integration spreadsheet by Graeme Dennes which is now available for … Continue reading

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

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 , , , , , , , , | 6 Comments

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 , , , , , , , , | 2 Comments

Daily Download 17: Numerical Integration

Some simple numerical integration functions (using the trapezoidal rule and Simpson’s Rule) were included in the Eval2 spreadsheet, presented on Daily Download Day 15, but for purposes were better accuracy and/or higher speed are required more sophisticated methods will do a … Continue reading

Posted in AlgLib, Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , | Leave a comment

Tanh-Sinh Quadrature Update 2

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

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

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