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Tag Archives: numerical integration
Tanh-Sinh Quadrature via F2PY – Part 2
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 Excel, Excel-Python, F2Py, numerical integration, Python, SciPy, Tanh-Sinh Quadrature, UDF, VBA
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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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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
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
Tanh-Sinh Quadrature V4.1
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 Excel, numerical integration, Tanh-Sinh Quadrature, UDF, VBA
1 Comment