Tanh-Sinh Quadrature package

Package Announcements
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1

Hi everyone,

before I tag an official release and make an official announcement for this package (GitHub - svretina/FastTanhSinhQuadrature.jl: A Julia package for Tanh-Sinh Quadrature rules up to 3 dimensions). I would like if you have some suggestions to improve functionality or anything, to share it. Please have a look and let me know. Looking forward to your suggestions

2

How does this differ from DoubleExponentialFormulas · Julia Packages?

3

This method should be referenced (Takahasi and Mori, 1973), and it would be useful to reproduce some of the numerical examples from the original paper.

4

If I recall correctly it provides only 1D integrals. And the performance was not satisfying for my use case. The reuse of the weights for example improved my calculations.

  • provide weights and quadrature points similar to the FastGaussQuadrature.jl, that can be reused.
  • 2 and 3 dimensions covered
5

Thanks for the suggestion.
I mentioned the paper in the docs but I will add it to the docs with proper references.

I will add the numerical examples of the paper to the docs.