Where a generalized Richardson extrapolation routine would fit in GSL?

Brian Gough bjg@gnu.org
Tue Feb 9 08:47:00 GMT 2010

At Sat, 6 Feb 2010 09:25:47 -0600,
Rhys Ulerich wrote:
> 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.

The error term in the Levin sum is calculated by simple error
propagation assuming the individual terms are accurate to double
precision.  Therefore it is just a measure of the cumulative
cancellation error. Since there are a lot of subtractions, it's worth
tracking this.

Brian Gough

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