The tanh-sinh quadrature
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02-05-2017, 09:25 AM
(This post was last modified: 02-05-2017 09:35 AM by emece67.)
Post: #5
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RE: The tanh-sinh quadrature
Thanks Namir. I was aware of such spreadsheet (I saw a reference to it in a blog, but the link was broken). I was finally able to download it today.
According to such spreadsheet, this tanh-sinh method is the fastest, by far, to those compared (Romberg and Gauss-Kronrod among them). The author states that: "The speed and the accuracy of the Tanh-Sinh method in particular and the Double-Exponential (DE) method in general are simply astounding!". Regards. Edit: this spreadsheet lists more than 400 definite integrals with their values, a really good reference indeed! |
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