romberg




> -----Original Message-----
> From: Robert Dodier [mailto:robert.dodier at gmail.com]
.....
>  Bigfloat arithmetic isn't much of an
> issue in numerical integration anyway; integration errors are
> typically several orders of magnitude larger than the floating point
> epsilon.

I don't understand this.  Bigfloat integration can get higher accuracy if
you carry more precision and adapt the algorithm.  If you want to get a
value to 50 decimal places, what choice do you have?