Class RombergIntegrator

  • All Implemented Interfaces:

    public class RombergIntegrator
    extends BaseAbstractUnivariateIntegrator
    Implements the Romberg Algorithm for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

    Romberg integration employs k successive refinements of the trapezoid rule to remove error terms less than order O(N^(-2k)). Simpson's rule is a special case of k = 2.