Abstract
Neville extrapolation is generalized to expansions for which the extrapolation coefficients, used in the calculation of the elements in the related extrapolation table, are not known. It is proved that the extrapolation coefficients are the multipliers of a special Gaussian elimination process. The stability of the generalized extrapolation process is discussed. Application of generalized Neville extrapolation to integrals with weight functions/singularities in one or more dimensions is indicated.
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Håvie, T. Generalized neville type extrapolation schemes. BIT 19, 204–213 (1979). https://doi.org/10.1007/BF01930850
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DOI: https://doi.org/10.1007/BF01930850