Bill Allombert on Mon, 22 Oct 2018 10:54:11 +0200


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Re: References for Numerical Integration


On Mon, Oct 22, 2018 at 03:36:23PM +1100, Alasdair McAndrew wrote:
> Check out tanh-sinh quadrature: it is designed for high-precision
> quadrature of smooth functions.  It is also not too hard to program, if you
> have arbitrary precision real arithmetic (which you do in Pari/GP).

Indeed, this is the default integration method in PARI/GP (intnum).

Cheers,
Bill.