XLPack Solver – Quadrature (finite interval)
Compute the numerical integration of the given function.
Let’s compute the integral of the following example function.
f(x) = 1/(1 + x^2)
The solver program will write the value of x into the variable value cell (B6 in this case). The function value cell (B7 in this case) must contain the formula to compute f(x) from x. To solve this example, the formula is =1/(1+B6^2).
The interval and output range (D7:F13 in this case) is the cell range for integration interval [a, b] (input) and the computed integral (output). Input a and b in the first and second columns of each row and click “Compute”. Then the value of ∫ f(x) dx [a,b] will be computed and output to the third column of each line. If the row with a blank cell in the first or second column is encountered, the computation will be terminated even within the interval and output range.
Qag, Qags or Defint can be selected as the solver program for finite integration interval. For special integrand functions, Qawc, Qaws or Qawo can be selected.
The standard value of tolerance is 1.0e-8. The tolerance value will be set to EpsAbs and EpsRel of Qag, Qags, Qawc, Qaws and Qawo. It will also be set to Eps of Defint.
For Qawc, Qaws and Qawo, further one or two parameters must be provided.
The cell ranges can be specified as larger than required. In that case, only the necessary range will be used from left upper corner.
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