The tanh-sinh quadrature
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03-08-2017, 02:42 AM
Post: #17
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RE: The tanh-sinh quadrature
This method looks interesting but I'm not convinced it should be part of the standard 34S firmware.
I originally used a Gauss-Kronrod quadrature in the 34S. As with all quadrature methods, it didn't always work and it wasn't adaptive but it was pretty fast. Enough people pointed out specific failure cases and wanted Romberg that I changed the method over. Rapidly oscillating functions and some exponential were bad from memory. Still, publish the code please, - Pauli |
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