On forming the Romberg table |
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Authors: | J.A. Shanks |
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Affiliation: | University of Otago, Dunedin, New Zealand |
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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. |
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Keywords: | Romberg algorithm error propagation error bound 65B05 65G05 |
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