In numerical analysis, Richardson extrapolation is a method used to estimate some value A ∗ = lim h → 0 A ( h ) {\displaystyle A^{\ast }=\lim _{h\to 0}A(h)} if the truncation error is known to have a (possibly 1-sided) power-series expansion at h = 0 {\displaystyle h=0} . The method is most often applied as a sequence acceleration method to improve the rate of convergence of iterative methods.
In numerical analysis, Richardson extrapolation is a method used to estimate some value A ∗ = lim h → 0 A ( h ) {\displaystyle A^{\ast }=\lim _{h\to 0}A(h)} if the truncation error is known to have a (possibly 1-sided) power-series expansion at h = 0 {\displaystyle h=0} . The method is most often applied as a sequence acceleration method to improve the rate of convergence of iterative methods.
Source: Wikipedia "Richardson extrapolation" · CC BY-SA 4.0
Share this article: X · Bluesky