com.imsl.math
Class EpsilonAlgorithm

java.lang.Object
  com.imsl.math.EpsilonAlgorithm

public class EpsilonAlgorithm

extends Object

The class is used to determine the limit of a sequence of approximations, by means of the Epsilon algorithm of P. Wynn. An estimate of the absolute error is also given. The condensed Epsilon table is computed. Only those elements needed for the computation of the next diagonal are preserved.

Constructor Summary

EpsilonAlgorithm()
Initializes an EpsilonAlgorithm with a maximum table size of 50.

EpsilonAlgorithm(int maxTableSize)
Initializes an EpsilonAlgorithm.

Method Summary

double	extrapolate(double x) Extrapolates the convergence limit of a sequence.
double	getErrorEstimate() Returns the current error estimate.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

EpsilonAlgorithm

public EpsilonAlgorithm()

Initializes an EpsilonAlgorithm with a maximum table size of 50.

EpsilonAlgorithm

public EpsilonAlgorithm(int maxTableSize)

Initializes an EpsilonAlgorithm.

Parameters:

maxTableSize - The maximum table size.

Method Detail

extrapolate

public double extrapolate(double x)

Extrapolates the convergence limit of a sequence.

Parameters:

x - is the next point in the original series.

Returns:

an estimate of the limit of the series.

getErrorEstimate

public double getErrorEstimate()

Returns the current error estimate.