IMSL C# Numerical Library

EpsilonAlgorithm Class

The class is used to determine the limit of a sequence of approximations, by means of the Epsilon algorithm of P. Wynn.

For a list of all members of this type, see EpsilonAlgorithm Members.

System.Object
   Imsl.Math.EpsilonAlgorithm

public class EpsilonAlgorithm

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

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.

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

See Also

EpsilonAlgorithm Members | Imsl.Math Namespace