romberg.hpp File Reference

Romberg integration. More...

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Namespaces
	romberg
	Univariate and multivariate numerical integration.

Functions
template<class Type , class F >
Type	romberg::integrate (F f, Type a, Type b, int n=7, int p=2)
	1D numerical integration using Romberg's method. More...
template<class Type , class F >
Type	romberg::integrate (F f, vector< Type > a, vector< Type > b, int n=7, int p=2)
	Multi-dimensional numerical integration using Romberg's method. Dimension need not be known at compile time. More...

Detailed Description

Romberg integration.

Definition in file romberg.hpp.