rombergQuadrature
% [x, err] = rombergQuadrature(fun,tSpan,tol)
%
% Compute the integral(fun), over the domain tSpan, to an accuracy of tol,
% using Romberg quadrature. Fully vectorized.
%
% Good for high-accuracy quadrature over smooth vector functions.
%
% If necessary, this function will automatically sub-divide the interval to
% achieve the desired accuracy. This should only occur when fun is stiff or
% non-smooth.
%
% INPUTS:
% fun = vector function to be integrated
% dx = fun(t)
% t = [1, nt] = time vector
% dx = [nx, nt] = function value at each point in t
% tSpan = [tLow, tUpp] = time span (domain) for integration
% tol = [nx,1] = desired error tolerance along each dimension
%
% OUTPUT:
% x = [nx,1] = integral along each dimension
% err = [nx, 1] = error estimate along each dimension
%
% NOTES:
% algorithm from:
% http://www.math.usm.edu/lambers/mat460/fall09/lecture29.pdf
%
Citation pour cette source
Matthew Kelly (2024). rombergQuadrature (https://www.mathworks.com/matlabcentral/fileexchange/55703-rombergquadrature), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
Windows macOS LinuxCatégories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Découvrir Live Editor
Créez des scripts avec du code, des résultats et du texte formaté dans un même document exécutable.
Version | Publié le | Notes de version | |
---|---|---|---|
1.1.0.0 | Now the rombergQuadrature automatically detects a non-smooth integrand and sub-divides the interval to achieve the desired accuracy. |
||
1.0.0.0 |