JuliaMath / JuliaMath/NumericalIntegration.jl
improved implementation of Romberg integration
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- Julia
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Description
I posted an implementation on discourse (https://discourse.julialang.org/t/romberg-jl-simple-romberg-integration-in-julia/39313/8?u=stevengj) using Richardson.jl that is much more general (is not restricted to power-of-two sizes), seems to be more accurate than your current code, and is vastly simpler. I'm not sure if you would be interested in adopting it here?
My implementation could be sped up by inlining the `sum` calls and a few other tweaks, if necessary
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