From: Brian Gough <bjg@gnu.org>
To: Rhys Ulerich <rhys.ulerich@gmail.com>
Cc: gsl-discuss@sourceware.org
Subject: Re: Where a generalized Richardson extrapolation routine would fit in GSL?
Date: Tue, 09 Feb 2010 08:47:00 -0000 [thread overview]
Message-ID: <873a1bk6nu.wl%bjg@network-theory.co.uk> (raw)
In-Reply-To: <4a00655d1002060725q21794722n12f69160c26e381a@mail.gmail.com>
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
prev parent reply other threads:[~2010-02-09 8:47 UTC|newest]
Thread overview: 12+ messages / expand[flat|nested] mbox.gz Atom feed top
[not found] <4a00655d0908201247g7d7bd9a1t466f4a66f08df4@mail.gmail.com>
[not found] ` <4a00655d0911291536t5a11752fp27ab9c274148f822@mail.gmail.com>
2009-11-29 23:39 ` Rhys Ulerich
2009-12-01 14:08 ` Brian Gough
2009-12-13 23:49 ` Rhys Ulerich
2009-12-15 17:17 ` Brian Gough
2009-12-15 17:31 ` Rhys Ulerich
2009-12-16 4:25 ` Rhys Ulerich
2009-12-16 17:21 ` Brian Gough
2009-12-17 0:44 ` Rhys Ulerich
2009-12-17 22:50 ` Brian Gough
2009-12-18 17:21 ` Brian Gough
2010-02-06 15:26 ` Rhys Ulerich
2010-02-09 8:47 ` Brian Gough [this message]
Reply instructions:
You may reply publicly to this message via plain-text email
using any one of the following methods:
* Save the following mbox file, import it into your mail client,
and reply-to-all from there: mbox
Avoid top-posting and favor interleaved quoting:
https://en.wikipedia.org/wiki/Posting_style#Interleaved_style
* Reply using the --to, --cc, and --in-reply-to
switches of git-send-email(1):
git send-email \
--in-reply-to=873a1bk6nu.wl%bjg@network-theory.co.uk \
--to=bjg@gnu.org \
--cc=gsl-discuss@sourceware.org \
--cc=rhys.ulerich@gmail.com \
/path/to/YOUR_REPLY
https://kernel.org/pub/software/scm/git/docs/git-send-email.html
* If your mail client supports setting the In-Reply-To header
via mailto: links, try the mailto: link
Be sure your reply has a Subject: header at the top and a blank line
before the message body.
This is a public inbox, see mirroring instructions
for how to clone and mirror all data and code used for this inbox;
as well as URLs for read-only IMAP folder(s) and NNTP newsgroup(s).