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 has been modified to give similar precision to the Tanh-Sinh function.  The result is that on a like for like basis the Tanh-Sinh function now averages 40 times faster than the Gauss-Kronrod function, and in one case it is about 750 times faster!

The screen-shots below show the recalc times and cumulative errors for integration of 55 different functions, using the three different integration methods.  I recommend this spreadsheet to anyone looking for an efficient high precision numerical integration method.

Tanh-Sinh Function; click to view full size

Gauss-Kronrod Function

Romberg Function

This entry was posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA and tagged , , , , , , , . Bookmark the permalink.

4 Responses to Tanh-Sinh Quadrature Update 2

  1. Pingback: More on the Excel Evaluate function | Newton Excel Bach, not (just) an Excel Blog

  2. Pingback: Double Exponential Quadrature | Newton Excel Bach, not (just) an Excel Blog

  3. Pingback: Tanh-Sinh Quadrature V2.0 | Newton Excel Bach, not (just) an Excel Blog

  4. Pingback: Daily Download 17: Numerical Integration | Newton Excel Bach, not (just) an Excel Blog

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