# Tag Info

### Why does Matlab's integral outperform integrate.quad in Scipy?

The question has two very different subquestions. I will address the first one only. Matlab's version runs on average 24 times faster than my python equivalent! The second one is subjective. I ...

### Tanh-sinh quadrature numerical integration method converging to wrong value

There are a bunch of pitfalls when it comes to tanh-sinh quadrature, one being that the integrand needs to be evaluated very closely to the interval boundaries, at distances less than machine ...

### Numerical evaluation of highly oscillatory integral

Use Plancherel's theorem to evaluate this integral. The basic idea is that for two functions $f,g$, $$I=\int_{-\infty}^{\infty} f(x) g^*(x)dx = \int_{-\infty}^{\infty} F(k) G^*(k) dk$$ where $F,G$...

### Integrating Lagrange polynomials with many nodes, round-off

You can evaluate this using the Björck-Pereyra algorithm for solving Vandermonde systems, because you are evaluating $b^\top V^{-1}$ with $b=(2,0,\frac23,0,\frac25,0,\ldots)$, and the algorithm is ...

### Approximate $h$ in $F(\theta)=\sin \theta \int_{-L}^{+L}h(z)e^{-ikz\cos \theta} \,dz$

This is a linear integral equation (because the right hand side is linear in $h$) and presumably the problem is ill-posed (for one, because of the multiplication by $\sin(\theta)$ but also because the ...
Accepted

### Numerical calculation of Integral of Si(x)/x

For large $x$, you can use the same approach as the one in the paper you cite. They define these auxiliary functions that link $\mathrm{Si},\mathrm{Ci}$ with $\sin,\cos$, and the point of why this ...