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Aitken's delta-squared process

Numerical Algorithm

Aitken's delta-squared process, also called Aitken extrapolation, is a series acceleration method used to speed up the rate of convergence of a sequence. It is named after Alexander Aitken, who introduced the method in 1926 as part of an extension to Bernoulli's method. It is most useful for accelerating a sequence that is converging linearly. A precursor form was known to Seki Kowa, who lived from 1642 to 1708, and was applied by him to the rectification of the circle, that is, to the calculation of pi.

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Source Aitken's delta-squared process (Wikipedia)
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Aitken's delta-squared process (Wikipedia)
  • In Group: Root-Finding and Optimization, Lead section
    Aitken's delta-squared process or Aitken extrapolation is a series acceleration method used for accelerating the rate of convergence of a sequence.
  • In Field: Computational Science, Lead section
    Aitken's delta-squared process or Aitken extrapolation is a series acceleration method used for accelerating the rate of convergence of a sequence.
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