Details, Explanation and Meaning About Romberg's method

Romberg's method Guide, Meaning , Facts, Information and Description

In numerical analysis, Romberg's method generates a triangular array consisting of numerical estimates of the definite integral

by using Richardson extrapolation repeatedly on the trapezium rule.

The method can be defined inductively in this way:

where

In big O notation, the error for R(n,m) is:


This is an Article on Romberg's method. Page Contains Information, Facts Details or Explanation Guide About Romberg's method


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