Double exponential integration for Maxima
Courtesy to Prof. Takuya Ooura
Library for numerical integration
The code is based in mostly on http://www.kurims.kyoto-u.ac.jp/~ooura/intde.html for the tanh-sinh (double exponential) method
Bibliography
- M.Mori, Developments in the double exponential formula for numerical integration, Proceedings of the International Congress of Mathematicians, Kyoto 1990, 1991, Springer-Verlag, 1585-1594.
- H.Takahasi and M.Mori, Double exponential formulas for numerical integration, Pub. RIMS Kyoto Univ. 9, 1974, 721-741
- T.Ooura and M.Mori, The Double exponential formula for oscillatory functions over the half infinite interval, Journal of Computational and Applied Mathematics 38, 1991, 353-360
- M.Mori and T.Ooura, Double exponential formulas for Fourier type integrals with a divergent integrand, Contributions in Numerical Mathematics, ed. R.P.Agarwal, World Scientific Series in Applicable Analysis, 2, 1993, 301-308
- H.Toda and H.Ono, Some remarks for efficient usage of the double exponential formulas(in Japanese), Kokyuroku, RIMS, Kyoto Univ. 339, 1978, 74-109.