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Tag Archives: Quadrature
Scipy Functions with Excel and pyxll 6 – Integration
The py_Integrate spreadsheet, with associated Python code in pyScipy3.py, are included in the download file: py_SciPy.zip The spreadsheet and associated Python packages have had significant edits since the first post in this series, so please download the latest file. Details … Continue reading
Posted in Excel, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, PyXLL, UDFs
Tagged Excel, Integration, multiple integration, Numpy, Python, PyXLL, Quadrature, SciPy, Sympy, Tanh-Sinh Quadrature, UFFs
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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 Excel, Gauss-Kronrod, numerical integration, Quadrature, Romberg, Tanh-Sinh, UDF, VBA
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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 Excel, Gauss-Kronrod, numerical integration, Quadrature, Romberg, Tanh-Sinh, UDF, VBA
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 Excel, Gauss-Kronrod, numerical integration, Quadrature, Romberg, Tanh-Sinh, UDF, VBA
3 Comments