/// <summary>
/// Romberg - adapted from "Numerical Recipes in C"
/// </summary>
/// <param name="min"></param>
/// <param name="max"></param>
/// <returns></returns>
public double Romberg(double min, double max)
{
int MAX = 20;
double TOLERANCE = 1e-7;
int K = 4;
double[] s = new double[MAX + 1];
double[] h = new double[MAX + 1];
ValueWithError result = new ValueWithError(0, 0);
h[0] = 1.0;
for (int j = 1; j <= MAX; j++)
{
s[j - 1] = Trapezoid(min, max, j);
if (j >= K)
{
result = Polynomial.Interpolate(h, s, K, j - K, 0.0);
if (Math.Abs(result.Error) < TOLERANCE * result.Value)
{
break;
}
}
s[j] = s[j - 1];
h[j] = 0.25 * h[j - 1];
}
return(result.Value);
}
/// <summary>
/// Romberg - adapted from "Numerical Recipes in C"
/// </summary>
/// <param name="min"></param>
/// <param name="max"></param>
/// <returns></returns>
public double Romberg(double min, double max)
{
int MAX = 20;
double TOLERANCE = 1e-7;
int K = 4;
double[] s = new double[MAX+1];
double[] h = new double[MAX+1];
ValueWithError result = new ValueWithError(0,0);
h[0] = 1.0;
for ( int j = 1; j <= MAX; j++ )
{
s[j-1] = trapezoid(min, max, j);
if ( j >= K )
{
result = Polynomial.Interpolate(h, s, K, j-K, 0.0);
if ( Math.Abs(result.Error) < TOLERANCE*result.Value ) break;
}
s[j] = s[j-1];
h[j] = 0.25 * h[j-1];
}
return result.Value;
}