Double-Exponential transformation: A quick review of a Japanese tradition

Kazuo Murota, Takayasu Matsuo

Abstract: This article is a short introduction to numerical methods using the double exponential (DE) transformation, such as tanh-sinh quadrature and DE-Sinc approximation. The DE-based methods for numerical computation have been developed intensively in Japan and the objective of this article is to describe the history in addition to the underlying mathematical ideas.