Appendix A

Convergence Acceleration

Dirk Laurie

More than any other branch of numerical analysis,
convergence acceleration is an experimental science.
The researcher applies the algorithm
and looks at the results to assess their worth.
                                            ―from p. 230

A.1 The Numerical Use of Sequences and Series · A.2 Avoiding Extrapolation · A.3 An Example of Convergence Acceleration · A.4 A Selection of Extrapolation Methods · A.5 Practical Issues

Code

• Implementation (runs with Matlab and Octave) of many of the acceleration methods discussed in Appendix A. (Includes the code that generates all the tables.)
   

Other Material

• Carl DeVore's solution of Problem 3 (Maple worksheet, courtesy of Carl DeVore)

This is a web page for the book:

Folkmar Bornemann, Dirk Laurie, Stan Wagon, Jörg Waldvogel: The SIAM 100-Digit Challenge, A Study in High-Accuracy Numerical Computing. Society of Industrial and Applied Mathematics (SIAM), Philadelphia, 2004.

last modified: 05/25/04 17:03 +0200 (FB)