An organization of the extrapolation method for vector processing (Q1092599)

Vector processing is used to reduce the computation time for evaluating multidimensional integrals with extrapolation methods. The illustrative problem uses Romberg extrapolation over triangular regions in the plane. A buffer is inserted to hold intermediate results (e.g. quadrature nodes of the same type) for subsequent fast vector processing. The buffered algorithm developed is suitable for both vector and parallel processing. Substantial benefits, depending on buffer length, are obtained in implementations on the CDC STAR-100. A method for estimating a satisfactory buffer size from machine constants is presented.