Tag Archives: numerical integration

Tanh-Sinh Quadrature via F2PY – Part 2

Posted on February 1, 2016 by

Lets look at some details of the coding. The original code (available here) includes routines “intdeini” to generate an array of points and weights of the quadrature formula, and “intde” to carry out the integration of any supplied function “f”. … Continue reading →

Posted in Excel, Link to dll, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , , , | Leave a comment

Tanh-Sinh Quadrature via F2PY

Posted on January 31, 2016 by

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 , , , , , , , , | Leave a comment

Numerical Integration; Tanh-Sinh Quadrature v. 4.3

Posted on December 29, 2014 by

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

Posted on August 23, 2014 by

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

Tanh-Sinh Quadrature V4.1

Posted on March 16, 2013 by

The latest update to the Tanh-Sinh Quadrature spreadsheet from Graeme Dennes is now available for download from: Tanh-Sinh. As usual, the download includes full open-source code and extensive documentation. Version 4.1 Release Notes  1.   Small but useful accuracy improvements have been … Continue reading →

Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , | 1 Comment