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A general extrapolation algorithm

Summary

In this paper a general formalism for linear and rational extrapolation processes is developped. This formalism includes most of the sequence transformations actually used for convergence acceleration. A general recursive algorithm for implementing the method is given. Convergence results and convergence acceleration results are proved. The vector case and some other extensions are also studied.

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Brezinski, C. A general extrapolation algorithm. Numer. Math. 35, 175–187 (1980). https://doi.org/10.1007/BF01396314

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  • DOI: https://doi.org/10.1007/BF01396314

Subject Classification

  • AMS(MOS): 65B, 65B05
  • CR:5.13, 5.19