romberg_util¶
Source: base/tealdef/scripts/util/romberg_util.d.tl
Notes
Types of /scripts/util/romberg.tl (RombergUtil), numerical integration with Romberg's method.
RombergUtil¶
record global base/tealdef/scripts/util/romberg_util.d.tl:3
global record RombergUtilNotes
Numerical integration returned by ug_require "/scripts/util/romberg.tl".
Functions
rombergIntegration(a : number, h : number, tolerance : number, maxCols : integer, fn : function(number) : number) : {number, number} base/tealdef/scripts/util/romberg_util.d.tl:4
Notes
Integrates fn from a to a + h with Romberg's method (trapezoidal rule plus Richardson extrapolation).
| Parameter | Type | Description |
|---|---|---|
a |
number |
Lower limit of integration. |
h |
number |
Length of the interval; the upper limit is a + h. |
tolerance |
number |
Stop when the estimate changes by less than this. |
maxCols |
integer |
Maximum number of extrapolation columns (capped at 27). |
fn |
function(number) : number |
The function to integrate. |
Returns {number, number}: {integral, err}: err is 0 if the tolerance was reached and -1 if not.