52 The Romberg differentiation Difference quotients

For the differentiation of a function F(x), one calculates the difference quotients of F for intervals of length 2H~J.

The lengths are calculated iteratively with:

The difference quotients now have the form

The derivative of the function F is calculated with the help of these numbers D(0,J) at the point XO

D(K,J) = (2"2K # D(K-1,J+1) - D(K-1,J))/(2~2K-1) (3)

This procedure is executed until one has gone under a previously chosen margin of error E:

1 REM

4 REM * ROMBERG

DIFFERENTIATION *

7 REM

8 PRINT" -CCLRy "

ID DIM X(30),Y(30),D(30,30),H1(30),C(30) 100 POKE 53280,0:POKE 53281 ,0:PRINT"vGRY2>" 110 REM

115 POKE 214,12:POKE 211,6:SYS 58732 120 PRINT"ROMBERG - DIFFERENTIATION" 130 FOR W=1 TO lOOO:NEXT 135 REM

140 GOSUB 15000: REM * INPUT * 145 REM

150 GOSUB 5000: REM * FUNCTION * 155 REM

200 PR I NT " -CCLR} X " , "Yl" , "Y2" 205 PRINT

250 : : D(O,J) = (FNF(X+Hl(J))-FNF(X-Hl(J) ) )/(2*H1(J))

270 : NEXT

290 : D(K,J)=1/(2 I (2*K)—1)*(2 1 (2*K)*D(K—1, J + l)—D(K—1,J))

300 : IFABS(D(K,O)—D(K—1,1))< T THEN GOSUB 10000:G0T0 370

330 : GOTO 290

350 : GOTO 285

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