Romberg Integration Algorithm

Performs the numerical Romberg Integration Algorithm of any function. It requires the Trapezoidal function for the first column.

Romberg integration method

Implementation based on the theory contained in "Numerical Methods for Engineers" by Steven C. Chapra.

Instructions to use the function:
The user must provide the function as an anonymous function in the command window. This can be done by introducing

f=@(x) x.*exp(2*x),

as a particular example. Then, the user should invoke the function by indicating four parameters:

Romberg(f,lmin,lmax,k)

where f is the integrand and k is the number of extrapolations. lmin and lmax are the lower and upper limits of the definitive integrand. It prints the table used to perform the extrapolations.