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Romberg Integration Table Calculator

Enter f(x), the interval a to b, and a level count to build the Romberg table R(i,j) and show the best estimate R(n,n).

Input

Enter the integrand f(x), the integration interval, and a level count to build the Romberg table R(i,j). The trapezoidal rule with Richardson extrapolation gives a high-accuracy estimate of the definite integral.

Examples: sin(x), exp(-x^2), 1/(1+x^2). Use x as the variable; pi and e are available.

Number of table rows (1 to 16). More rows give higher accuracy.

Result

Best estimate R(5,5)

2

Definite integral over [0, 3.14159265]

Levels

6

Last-step delta

5.287326e-12

Romberg table R(i, j)

Row i uses 2 to the power i subintervals; column j is the extrapolation order. The bottom-right cell is the best estimate.

i over jj=0j=1j=2j=3j=4j=5
01.92367069e-16
11.57079632682.0943951024
21.89611889792.0045597551.9985707318
31.97423160192.00026916991.99998313092.00000555
41.99357034382.0000165911.99999975252.00000001631.9999999946
51.9983933612.00000103341.99999999622.000000000122

How it works

  • The first column R(i,0) is the composite trapezoidal rule with 2 to the power i subintervals.
  • Later columns use Richardson extrapolation R(i,j) equals R(i,j-1) plus (R(i,j-1) minus R(i-1,j-1)) divided by (4 to the power j minus 1).
  • The table is lower-triangular (values only where j is at most i); the bottom-right entry R(n,n) is the best estimate.
  • f(x) supports functions such as sin, cos, exp, log, sqrt and the constants pi and e.
  • Functions that become non-finite at the endpoints or sample points (those with singularities) cannot be evaluated.

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