ROMBERG ALGORITHM
2016-08-23
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*
* To approximate I = integral ( ( f(x) dx ) ) from a to b:
*
* INPUT: endpoints a, b; integer n.
*
* OUTPUT: an array R. ( R(2,n) is the approximation to I. )
*
* R is computed by rows; only 2 rows saved in storage
* To approximate I = integral ( ( f(x) dx ) ) from a to b:
*
* INPUT: endpoints a, b; integer n.
*
* OUTPUT: an array R. ( R(2,n) is the approximation to I. )
*
* R is computed by rows; only 2 rows saved in storage
c++
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