[SciPy-Dev] Incorrect results from scipy.integrate.romberg
Wed Jul 28 16:49:55 CDT 2010
I think there is some kind of bug with the romberg integration function. In the following code, romberg integration give an incorrect answer that is too large by a factor of two:
from scipy.integrate import quad, romberg
print "%12.3e" % quad(powerlaw, 1e1, 1e5) # gives 2.500.e+19
print "%12.3e" % romberg(powerlaw, 1e1, 1e5) # gives 5.000.e+19
The correct answer is 2.5e19, but romberg gives twice that.
Also, as in my previous email, it seems the tol= argument in romberg() is the absolute tolerance, not relative. Would it not be a good idea to be able to specify a relative tolerance?
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