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Class template wynn_epsilon_algorithm

boost::numeric::quadrature::wynn_epsilon_algorithm — Approximates the limit of a sequence by Wynn's epsilon algorithm.

Synopsis

template<typename Value> 
class wynn_epsilon_algorithm {
public:
  // types
  typedef unspecified scalar_type; 
  typedef unspecified storage_type;
  typedef unspecified history;     
  typedef unspecified container;   

  // construct/copy/destruct
  wynn_epsilon_algorithm();

  // public member functions
  template<typename Value2, typename Result, typename Abserr> 
    bool operator()(const Value2 &, Result &, Abserr &) ;
  bool converged() const;

  // private member functions
  template<typename Value2, typename Result, typename Abserr> 
    bool implementation(const Value2 &, Result &, Abserr &, 
                        std::vector< scalar_type > &, 
                        std::tr1::array< scalar_type, 3 > &) ;
  template<typename Value2, typename Result, typename Abserr, typename Epstab, 
           typename History> 
    bool implementation(const Value2 &, Result &, Abserr &, Epstab &, 
                        History &) ;
};

Description

Approximates the limit of a given sequence, 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.

wynn_epsilon_algorithm construct/copy/destruct

  1. wynn_epsilon_algorithm();

wynn_epsilon_algorithm public member functions

  1. template<typename Value2, typename Result, typename Abserr> 
      bool operator()(const Value2 & value, Result & result, Abserr & abserr) ;

    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.

    Parameters:
    abserr

    estimate of absolute error for result

    result

    estimate of series limit

    value

    the next value from the series

    Returns:

    true if a valid result is provided, false otherwise

  2. bool converged() const;

    Returns:

    true if converged

wynn_epsilon_algorithm private member functions

  1. template<typename Value2, typename Result, typename Abserr> 
      bool implementation(const Value2 & value, Result & result, Abserr & abserr, 
                          std::vector< scalar_type > & epstab, 
                          std::tr1::array< scalar_type, 3 > & history) ;
  2. template<typename Value2, typename Result, typename Abserr, typename Epstab, 
             typename History> 
      bool implementation(const Value2 & value, Result & result, Abserr & abserr, 
                          Epstab & epstab, History &) ;
Copyright © 2007 Hugo Duncan

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