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Gaussian Quadrature
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 Eval.xls, Excel, Gaussian Quadrature, Integration, Numerical methods, UDF, VBA
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