An algorithm for a generalization of the Richardson extrapolation process

Abstract

The paper presents a recursive method, designated the W exp (m)-algorithm, for implementing a generalization of the Richardson extrapolation process. Compared to the direct solution of the linear sytems of equations defining the extrapolation procedure, this method requires a small number of arithmetic operations and very little storage. The technique is also applied to solve recursively the coefficient problem associated with the rational approximations obtained by applying a d-transformation to power series. In the course of development a new recursive algorithm for implementing a very general extrapolation procedure is introduced, for solving the same problem. A FORTRAN program for the W exp (m)-algorithm is also appended.