Numerical Integration: Romberg's Method

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Romberg's method is a powerful numerical integration technique that uses refinements of the extended trapezoidal rule to reduce error in definite integrals.

Contributed by: Eugenio Bravo Sevilla (March 2011)
Open content licensed under CC BY-NC-SA



Each element of the column is calculated from the elements of the preceding column, , using the expression .

The elements of the first column are calculated using the trapezoidal rule with subdivisions.

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