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numerical integration on excel vba http://forum.alglib.net/viewtopic.php?f=2&t=426 |
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Author: | Melvina Coaxum [ Fri Sep 02, 2011 8:26 am ] |
Post subject: | numerical integration on excel vba |
hi, I'm new to excel vba programming, so i was looking for a complete aplied example using de vb6 package, what I need is to define and integrate a function F(x) on a finite interval [a,b]. for example: Thank you very much!!! |
Author: | Doug Jenkins [ Sat Sep 03, 2011 6:56 am ] |
Post subject: | Re: numerical integration on excel vba |
You can download a spreadsheet from here: http://newtonexcelbach.wordpress.com/20 ... functions/ which has four spline interpolation functions: CSplineInt1D =CSplineInt1D(X Coords, Y Coords, UBX, End Type 1, End 1, End Type 2, End 2) AkimSplineInt1D =AkimSplineInt1D(X Coords, Y Coords, UBX) HSplineInt1D =HSplineInt1D(X Coords, Y Coords, Derivatives, UBX) CRSplineInt1D =CRSplineInt1D(X Coords, Y Coords, UBX, End Type, Tension) For these you need to evaluate the function as a number of points, and the functions will fit a spline to those points and return the integral. You might also like to have a look at: http://newtonexcelbach.wordpress.com/20 ... uadrature/ which has routines that will evaluate the integral of a function entered as text, using the Tanh-Sinh method. |
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