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Romberg Integration - USM

More precisely, suppose that we compute approximations T 1;1 and T 2;1 to the integral, using the Composite Trapezoidal Rule with one and two subintervals, respectively. That is, T 1;1 = b a 2 [f(a) + f(b)] T 2;1 = b a 4 f(a) + 2f a+ b 2 + f(b) : Suppose that f has continuous derivatives of all orders on [a;b]. Then, the Composite Trapezoidal

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  Integration, Romberg, Precisely, Romberg integration

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