In numerical analysis, Romberg's method is used to estimate the definite integral ∫ a b f ( x ) d x {\displaystyle \int _{a}^{b}f(x)\,dx} by applying Richardson extrapolation repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array.
In numerical analysis, Romberg's method is used to estimate the definite integral ∫ a b f ( x ) d x {\displaystyle \int _{a}^{b}f(x)\,dx} by applying Richardson extrapolation repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array.
Source: Wikipedia "Romberg's method" · CC BY-SA 4.0
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