tanh-sinh quadrature - Githubissues

jacobwilliams / quadpack

Modern Fortran QUADPACK Library for 1D numerical quadrature

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Open jacobwilliams opened 2 years ago

jacobwilliams commented 2 years ago

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.

ivan-pi commented 2 years ago

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 https://github.com/fortran-lang/stdlib/issues/612 (see also my comment therein).