Category Archives: Numerical integration

Excel to Alglib via xlwings

The Alglib library provides many valuable numerical analysis routines, but the VBA version is no longer actively maintained.  The latest versions are available in C++, C#, and Python, of which the Python version (in conjunction with xlwings) provides the easiest interface … Continue reading

Posted in AlgLib, Curve fitting, Excel, Link to Python, Maths, Newton, Numerical integration, UDFs, VBA, xlwings | Tagged , , , , , , , , , | 3 Comments

Use Matplotlib from Excel with xlwings

Xlwings is another free and open source package allowing communication between Excel and Python.  It now incorporates ExcelPython, and is included in the Anaconda Python package, so will support my ExcelPython based spreadsheets after installation of xlwings using: conda install … Continue reading

Posted in Drawing, Excel, Link to Python, Maths, Newton, Numerical integration, NumPy and SciPy, VBA | Tagged , , , , , , | 8 Comments

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

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

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

xlSciPy – Python SciPy for Excel; Update with new functions

The xlSciPy spreadsheet, previously described here, has been updated with new functions for integration, finding equation roots and maxima and minima, solving systems of non-linear equations, and evaluation of equations entered as text.  The new version (including full open-source VBA … 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

Posted in Excel, Maths, Newton, Numerical integration, UDFs, VBA | Tagged , , , , , , , , | 2 Comments