Tag Archives: Romberg

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 , , , , , , , | 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 , , , , , , , | 3 Comments