Library for Extrapolation Methods

C. Brezinski, M. Redivo Zaglia
Extrapolation methods, theory and practice
Studies in computational mathematics, vol.2, North-Holland, Amsterdam, 1991, 464p. (disk included)

This volume is a self-contained, exhaustive exposition of the extrapolation methods theory, and of the various algorithms and procedures for accelerating the convergence of scalar and vector sequences. Many subroutines (written in FORTRAN 77) with instructions for their use are provided on a floppy disk in order to demonstrate to those working with sequences the advantages of the use of extrapolation methods. Many numerical examples showing the effectiveness of the procedures and a consequent chapter on applications are also provided n including some never before published results and applications. Although intended for researchers in the field, and for those using extrapolation methods for solving particular problems, this volume also provides a valuable resource for graduate courses on the subject.

Concerning the software, there is no documentation or tutorial available, but each subroutine have its main program with an example of call. Only source files are provided and a Fortran compiler is needed.

To install the library, download the archive file, and unpack it in the selected directory.

Book Reviews

This book is like an encyclopedia for extrapolation methods. It is a valuable source for researchers and students interested in the theory as well as in the practical application. It will certainly promote the use of extrapolation methods and that is a blessing for the computational and applied mathematics community.
Newsletter on Computational and Applied Mathematics

Jet Wimp review
Mathematics of Computation, Vol. 60, No. 202. (Apr., 1993), pp. 858-866.

Alan M. Cohen
The authors are to be commended... a valuable bibliography of almost 500 references...
Mathematical Reviews
Other informations about the book and on extrapolation

Claude Brezinski
Michela Redivo Zaglia