Tag Archives: Tanh-Sinh Quadrature

Numerical Integration; Tanh-Sinh Quadrature v. 4.4

Posted on 23/11/2018 by dougaj4

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

Tanh-Sinh Quadrature via F2PY – Part 3

Posted on 06/02/2016 by dougaj4

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 →

Posted in Excel, Fortran, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , , | Leave a comment

Tanh-Sinh Quadrature via F2PY – Part 2

Posted on 01/02/2016 by dougaj4

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 →

Posted in Excel, Link to dll, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , , , | Leave a comment

Tanh-Sinh Quadrature via F2PY

Posted on 31/01/2016 by dougaj4

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 →

Posted in Excel, Fortran, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , , , | Leave a comment

Numerical Integration; Tanh-Sinh Quadrature v. 4.3

Posted on 29/12/2014 by dougaj4

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