Romberg Integrator

The net.sf.doodleproject.numerics4j.integration.RombergIntegrator class provides an implementation of Romberg Integration.

Evaluating definite integrals using Romberg integration involves creating a RombergIntegrator object for a particular net.sf.doodleproject.numerics4j.function.Function object. Once, the integrator is created, definite integrals can be evaluated by calling the integrate method providing the limits of integration. Here is an example of evaluating integrals for sine: 

Function sine = new Function() {
    public double evaluate(double x) {
        return Math.sin(x);
    }
};

RombergIntegrator integrator = new RombergIntegrator(sine);

// integrate sine from 0 to Pi.
double two = integrator.integrate(0.0, Math.PI);

// integrate sine from Pi/2 to 2 Pi.
double one = integrator.integrate(Math.PI / 2.0, Math.PI);