Apr 1

Romberge算法是什么,其实是一种求数值积分的方法。就是先不断二分用递推梯形公式求出Tn,再通过Tn,T2n的线性组合求出复化Simpon积分Sn,再通过Sn,S2n的线性组合求出Cotes积分值,这样一步步往下算,它是一种加速算法。过程像下面这样:

                                                                                   T1 
                                                                                   T2    S1
                                                                                   T4    S2    C1
                                                                                   T8    S4    C2    R1
                                                                                   T16  S8    C4    R2   ....
 
下面是用C语言实现的代码: