Standard Library

max_doublings

DOCUMENT max_doublings= 20
  is the maximum number of times romberg or simpson will split the
  integration interval in half.  Default is 20.

romberg

DOCUMENT integral= romberg(function, a, b)
      or integral= romberg(function, a, b, epsilon)
  returns the integral of FUNCTION(x) from A to B.  If EPSILON is
  given, Simpson's rule is refined until that fractional accuracy
  is obtained.  EPSILON defaults to 1.e-6.

  If the notvector= keyword is supplied and non-zero, then FUNCTION
  may not be called with a list of x values to return a list of
  results.  By default, FUNCTION is assumed to be a vector function.

  If the function is not very smooth, simpson may work better.

SEE ALSO: simpson, max_doublings

simpson

DOCUMENT integral= simpson(function, a, b)
      or integral= simpson(function, a, b, epsilon)
  returns the integral of FUNCTION(x) from A to B.  If EPSILON is
  given, Simpson's rule is refined until that fractional accuracy
  is obtained.  EPSILON defaults to 1.e-6.

  If the notvector= keyword is supplied and non-zero, then FUNCTION
  may not be called with a list of x values to return a list of
  results.  By default, FUNCTION is assumed to be a vector function.

  If the function is very smooth, romberg may work better.

SEE ALSO: romberg, max_doublings