Tag Archives: Gaussian Quadrature

Evaluating Pi …

Posted on 12/04/2009 by dougaj4

… to 15 decimal places in one easy step (or not too difficult step). In my previous post one of the examples given of the use of the Gaussian Quadrature function was to evaluate the value of Pi.  Let’s look at … Continue reading →

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

Gaussian Quadrature

Posted on 10/04/2009 by dougaj4

The previous post on integration provided an Excel User Defined Function (UDF) to perform numerical integration using Simpson’s Rule or the Trapezoidal Rule.  A third method is Gaussian Quadrature which is often much more accurate and/or quicker than Simpson’s Rule.  The UDF GaussInt() … Continue reading →

Posted in Excel, Maths, Newton, UDFs, VBA | Tagged , , , , , , | 27 Comments