龙贝格算法.cpp

来自「包含大量常用的数值算法」· C++ 代码 · 共 71 行

#include<iostream.h>
#include<math.h>

float f(float x)
{
	return 1/(1+x*x);
}
float Romberg(float a,float b,float (*f)(float),float epsilon)
{
	int n=1,k;
	float h=b-a,x,temp;
	float T1,T2,S1,S2,C1,C2,R1,R2;
	T1=(b-a)/2*((*f)(a)+(*f)(b));
	while(1)
	{
		temp=0;
		for(k=0;k<=n-1;k++)
		{
			x=a+k*h+h/2;
			temp+=(*f)(x);
		}
		T2=(T1+temp*h)/2;
		if(fabs(T2-T1)<epsilon)
			return T2;
		S2=T2+(T2-T1)/3.0;
		if(n==1)
		{
			T1=T2;
			S1=S2;
			h/=2;
			n*=2;
			continue;
		}
		C2=S2+(S2-S1)/15;
		if(n==2)
		{
			C1=C2;
			T1=T2;
			S1=S2;
			h/=2;
			n*=2;
			continue;
		}
		R2=C2+(C2-C1)/63;
		if(n==4)
		{
			R1=R2;
			C1=C2;
			T1=T2;
			S1=S2;
			h/=2;
			n*=2;
			continue;
		}
		if(fabs(R2-R1)<epsilon)
			return R2;
		R1=R2;
		C1=C2;
		T1=T2;
		S1=S2;
		h/=2;
		n*=2;
	}
}
void main()
{
	float epsilon=5e-6;
	cout<<"R="<<Romberg(0,1,f,epsilon)<<endl;
}