The tanh-sinh quadrature

[Namir]

(02-08-2017 02:59 PM)emece67 Wrote:  

(02-07-2017 11:48 PM)Namir Wrote:  The translation of your Python code to Excel VBA works .. and is very accurate!!

Thanks Namir. Will you add such VBA code to the Excel from Graeme Dennes to compare it against different Romberg methods?

Unfortunately, I'm still an Excel 101 student, and such things as VBA scripts inside Excel books are alien to me.

As a side, with the Python mpmath package (an arbitrary precision package) you specify the number of decimal digits you want to use by means of the dps value, so you can adjust it to any value you want. I assume that VBA Doubles are always 64 bit floats, so dps must not be changed in your code.

Thanks again & regards.

I can tell you that the Excel VBA code by Graeme Dennes is better than mine, since it is most likely better optimized and includes computational tricks. I did a straightforward translation of your Python code.

Namir