Numerical Analysis/Romberg Example

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Use Romberg Integration to compute R3,3 for the following integral
0π2cosxdx


Solution:


R1,1=π4[cos(0)+cos(π2)]

R1,1=π4


R2,1=(12)[R1,1+h1f(a+h2)]

R2,1=(12)[π4+π2cos(π4)]
R2,1=1.178023457


R3,1=(12)[R2,1+h2(f(a+h3)+f(a+3h3))]
R3,1=(12)[1.178023457+π4(cos(π8)+cos(3π8)]
R3,1=1.374317658


R2,2=R2,1+R2,1R1,141
R2,2=1.178023457+.39262529363
R2,2=1.308898555


R3,2=R3,1+R3,1R2,141
R3,2=1.374317658+.1962942013
R3,2=1.439749058


R3,3=R3,2+R3,2R2,2161
R3,3=1.439749058+.130850503315
R3,3=1.448472425