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tanh-sinh quadrature #13

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jacobwilliams opened this issue Jan 20, 2022 · 1 comment

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jacobwilliams commented Jan 20, 2022

Consider adding fixed-precision versions of David H. Bailey's routines from tquad.f90 in MPFUN2020.

quadts: tanh-sinh quadrature scheme of Takahashi and Mori, for functions on a finite interval such as (0,1).
quades: exp-sinh scheme, a variation of tanh-sinh well-suited for functions on a semi-infinite interval such as (0, +infinity).
quadss: sinh-sinh scheme, a variation of tanh-sinh well-suited for functions on the entire real line.

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ivan-pi commented Jan 20, 2022 •

edited

The package DE-Quadrature also contains a Fortran implementation of tanh-sinh quadrature (also called double exponential quadrature).

@arjenmarkus also offered an implementation of his in fortran-lang/stdlib#612 (see also my comment therein).

jacobwilliams changed the title ~~David H. Bailey's routines~~ tanh-sinh quadrature

jacobwilliams added the enhancement label

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