RombergIntegrator Class

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Extreme.Mathematics.Calculus Namespace

RombergIntegrator Class

Represents a numerical integrator that uses Romberg's method.

Namespace: Extreme.Mathematics.Calculus
Assembly: Extreme.Numerics.Net20 (in Extreme.Numerics.Net20.dll) Version: 3.6.10055.0 (3.6.10077.0)

Syntax

C#
public sealed class RombergIntegrator : NumericalIntegrator

Visual Basic (Declaration)
Public NotInheritable Class RombergIntegrator _ Inherits NumericalIntegrator

Visual C++
public ref class RombergIntegrator sealed : public NumericalIntegrator

F#
[<SealedAttribute>] type RombergIntegrator = class inherit NumericalIntegrator end

Remarks

Romberg integration is an enhancement of the basic trapezoid rule. The number of points is doubled in each iteration. The successive approximations are then used to extrapolate the exact value of the integral as the width of each subinterval approaches zero. Romberg integration has an effective order of 2k after k steps of the algorithm. Even though the number of function evaluations is still fairly high, it is a major improvement over Simpson's rule, and a reasonable choice for integrands that are sufficiently smooth.

Inheritance Hierarchy

System..::.Object
  Extreme.Mathematics.Algorithms..::.IterativeAlgorithm<(Of <(<'Double>)>)>
    Extreme.Mathematics.Calculus..::.NumericalIntegrator
      Extreme.Mathematics.Calculus..::.RombergIntegrator

Syntax

Remarks

Inheritance Hierarchy

See Also