Where a generalized Richardson extrapolation routine would fit in GSL?

Rhys Ulerich rhys.ulerich@gmail.com
Sat Feb 6 15:26:00 GMT 2010


Sorry for the long hiatus on this Richardson extrapolation thread:

> I think the best interface would be the analog of the existing levin
> sum routines:
>
> ...
>
> int gsl_extrap_richardson (const double *array,
>                           const size_t n,
>                           const double t,
>                           const size_t k
>                           gsl_extrap_richardson_workspace * w,
>                           double *result, double *abserr);
>
> It would be useful to have both a result and abserr, to take into
> account cancellation error.

I'm good on moving the interface away from gsl_matrix and gsl_vector.
No problem there.  But, from looking a bit at the levin sum
documentation, I'm not sure how to apply the abserr concept to
Richardson extrapolation.  Any guidance would be much appreciated.

Brian, if this is an easier thing to talk through on the phone and
you're willing to do so, please contact me directly.

- Rhys



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