Tag Archives: Tanh-Sinh Quadrature

Numerical Integration; Tanh-Sinh Quadrature v. 4.4

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

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Tanh-Sinh Quadrature via F2PY – Part 3

For the last of the current series on combining Fortran, Python and Excel with F2PY and ExcelPython I have updated the xlSciPy spreadsheet to include two other variants of the Tanh-Sinh function: Quad_TSi integrates a non-periodic function over a semi-infinite … Continue reading

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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

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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

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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

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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

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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

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