On the practical application of the modified romberg algorithm |
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Authors: | T. Håvie |
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Affiliation: | (1) Kjeller Computer Installation, Kjeller, Norway |
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Abstract: | Experience gained in the use of the modified Romberg algorithm is reported. An alternative form of the algorithm based on a cosine transformation of Euler-MacLaurin's and Euler's second formula is discussed. Some examples where the error estimate incorporated in the algorithm partly fails are given. Finally an ALGOL procedure combining the algorithm discussed in a previous paper of the author [1] and the modification discussed in this paper is described. |
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Keywords: | Numerical integration extrapolation |
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