Extrapolation algorithms and Padé approximations: A historical survey (Q1917461)

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Extrapolation algorithms and Padé approximations: A historical survey
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    Extrapolation algorithms and Padé approximations: A historical survey (English)
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    22 January 1997
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    The author, who is an expert in the field of extrapolation methods as well as of Padé approximants, gives in this paper an exhaustive historical survey of both topics. Moreover, connections between these two are given. The first part of the paper is on extrapolation. Starting with the so-called early history, in particular Richardson extrapolation, the main topics of this section are Aitken's \(\Delta^2\)-process, the \(\varepsilon\)-algorithm and the \(E\)-algorithm. For the latter one, which is due to the author himself, several roots are traced back to Schneider, Meinardus and Taylor, and Håvie. Moreover, a new unified approach, due to Brezinski and Matos, is given, and the vector case is shortly described. The second part of the paper is devoted to Padé approximation. In particular, connections with part 1 are worked out, e.g., with Shanks' transformation and the \(\varepsilon\)-algorithm. Finally, the author lists a great variety of applications, and provides a list of 135 references.
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    Aitken's delta square method
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    epsilon algorithm
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    extrapolation methods
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    Padé approximants
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    historical survey
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    Richardson extrapolation
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    \(E\)-algorithm
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    Shanks' transformation
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