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On forming the Romberg table
Authors:J.A. Shanks
Affiliation:University of Otago, Dunedin, New Zealand
Abstract:Romberg-type extrapolation is commonly used in many areas of numerical computation. An algorithm is presented for forming the Romberg table for general step-length sequence and general powers in the asymptotic expansion. It is then shown that parameters of the algorithm can be used to gain an a priori bound on propagation of rounding errors in the table.
Keywords:Romberg  algorithm  error propagation  error bound  65B05  65G05
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