IMSL C# Numerical Library

EpsilonAlgorithm Constructor ()

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

public EpsilonAlgorithm();

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.

See Also

EpsilonAlgorithm Class | Imsl.Math Namespace | EpsilonAlgorithm Constructor Overload List