Tag Archives: Romberg

Numerical Integration; Tanh-Sinh Quadrature v. 4.4

Posted on November 23, 2018 by

Update 27 Nov 2018: Version 4.41 now available from the link below, with minor modifications for compatibility with Excel 2007. I recently received a new version (4.4) of the numerical integration spreadsheet by Graeme Dennes which is now available for … Continue reading →

Posted in Charts, Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , , | 9 Comments

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 Update 2

Posted on November 22, 2010 by

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 , , , , , , , | 4 Comments

Tanh-Sinh Quadrature update

Posted on October 20, 2010 by

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 , , , , , , , | 9 Comments

Faster Integration with the Tanh-Sinh Method

Posted on October 10, 2010 by

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 , , , , , , , | 3 Comments