function R = rombf(a,b,N,func,param)
% Function to compute integrals by Romberg algorithm
% R = rombf(a,b,N,func,param)
% Inputs -
% a,b Lower and upper bound of the integral
% N Romberg table is N by N
% func Name of integrand function in a string such as
% func='my_f'. The calling sequence is my_f(x,param)
% param Set of parameters to be passed to function
% Output -
% R Romberg table; Entry R(N,N) is best estimate of
% the value of the integral
h = b - a; % This is the coarsest panel size
% Compute the first term R(1,1)
R(1,1) = h/2 * (feval(func,a,param) + feval(func,b,param));
np = 1; % np is the number of panels
for i=2:N
h = h/2; % Use panels half the previous size
np = 2*np; % Use twice as many panels
sum = 0;
for k=1:2:np-1 % This for loop goes k=1,3,5,...,np-1
sum = sum + feval(func, a + k*h, param);
end
% Compute the first column entry R(i,1)
R(i,1) = 1/2 * R(i-1,1) + h * sum;
m = 1;
% Compute the other columns R(i,2), ..., R(i,i)
for j=2:i
m = 4*m;
R(i,j) = R(i,j-1) + (R(i,j-1) - R(i-1,j-1))/(m-1);
end
end
return;