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numerical integration on excel vba
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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:
Image


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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