Graeme Dennes has released another update to his Tanh-Sinh Quadrature spreadsheet, which can be downloaded from: Tanh-Sinh Quadrature (including, as usual, full open source code). Here is Graeme’s description of the changes:
In Version 2.0, the nodes and weights array data for the Tanh-Sinh, DE and DE_OSC programs are calculated every time for every integration calculation. Also as noted above, for each program, the nodes and weights are fixed, being independent of the function being integrated and the integration limits. Therefore, the nodes and weights need only be generated once, stored in an array, and made available for use by the three programs as required.
This has been done in Version 2.1, where the nodes and weights for the three programs are automatically pre-generated via calls to the array generation code in the three program modules. The (one-time) calls to the array generators are located in the Workbook_Open() Sub in the ThisWorkbook object, which is activated on opening of the workbook by Excel.
This improves the efficiency of the three programs.
The new version is in Excel 2007 format only. The previous version including a copy in 2003 format can be downloaded from: Tanh-Sinh 2.0
Previous post on Tahn-Sinh Quadrature.