Remark on Romberg quadrature

Authors:
A. M. Krasun;W. Prager
Affiliations:
IBM Zurich Research Lab., Zurich, Switzerland;IBM Zurich Research Lab., Zurich, Switzerland
Venue:
Communications of the ACM
Year:
1965

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Algorithm 351: modified Romberg quadrature

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Abstract

A modified form of Romberg quadrature is described, which is less sensitive to the accumulation of rounding errors than the customary one.