Estimating the error in tanh-sinh integration

Discussion in 'Numerical Analysis' started by Toby.Kelsey, Mar 19, 2008.

  1. Toby.Kelsey

    Toby.Kelsey Guest

    I have coded a tanh-sinh quadrature routine (source at
    which works, but the estimated error (from the last term) is not very

    I could try improving the error estimate by estimating the limit of
    successive approximations,
    but is there a more direct way of determining the error?

    Toby.Kelsey, Mar 19, 2008
    1. Advertisements

  2. Toby.Kelsey

    user923005 Guest

    Arprec by Bailey:
    Has a tool called quad-ts.cpp in the tests folder.
    It performs tanh-sinh quadrature in multiple precision and creates an
    accurate error estimate.
    There are also some excellent papers by Bailey on the subject of tanh/
    sinh quadrature. See:,GGLJ:en&q=arprec+bailey+tanh+sinh+quadrature
    user923005, Mar 19, 2008
    1. Advertisements

  3. Toby.Kelsey

    Toby.Kelsey Guest

    Toby.Kelsey, Mar 19, 2008
    1. Advertisements

Ask a Question

Want to reply to this thread or ask your own question?

You'll need to choose a username for the site, which only take a couple of moments (here). After that, you can post your question and our members will help you out.