Class RombergIntegrator

java.lang.Object
org.hipparchus.analysis.integration.BaseAbstractUnivariateIntegrator
org.hipparchus.analysis.integration.RombergIntegrator
All Implemented Interfaces:
UnivariateIntegrator

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.