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(DM42) Double exponential integration - Gjermund Skailand - 02-12-2023 04:04 PM
Double exponential integration on DM42 and free 42
Uses tanh-sinh, sinh-sinh and exp-sinh transformations
Effectively handles smooth, transcendental functions with possible function singularities like division by 0 at ends of integration interval.
Also handles improper integrals (-oo, +oo).
The DM42 seems to be especially suited for this due to the 32 digits and high dynamic range of +/- 1E5999. Due to the transformations, relatively few function evaluations, typically 50 to a few hundreds are needed to integrate even difficult integrals to an accuracy of 1E-9 in a few seconds.
Test examples included.
Update 2023-02-25
Have cleaned up use of named variables, now only uses register R00-R21, and a few reserved names for configuration
size reduced from 861 to 545 bytes
best regards
Gjermund