Romberg Integration Algorithm

Romberg integration method

Implementation based on the theory contained in "Numerical Methods for Engineers" by Steven C. Chapra.

Instructions to use the function:
The user must provide the function as an anonymous function in the command window. This can be done by introducing

f=@(x) x.*exp(2*x),

as a particular example. Then, the user should invoke the function by indicating four parameters:

Romberg(f,lmin,lmax,k)

where f is the integrand and k is the number of extrapolations. lmin and lmax are the lower and upper limits of the definitive integrand. It prints the table used to perform the extrapolations.