numdifftools.extrapolation.Richardson¶
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class
numdifftools.extrapolation.
Richardson
(step_ratio=2.0, step=1, order=1, num_terms=2)[source][source]¶ Extrapolates as sequence with Richardsons method
Notes
Suppose you have series expansion that goes like this
L = f(h) + a0 * h^p_0 + a1 * h^p_1+ a2 * h^p_2 + ...
where p_i = order + step * i and f(h) -> L as h -> 0, but f(0) != L.
If we evaluate the right hand side for different stepsizes h we can fit a polynomial to that sequence of approximations. This is exactly what this class does.
Methods
__init__
([step_ratio, step, order, num_terms])extrapolate
(sequence, steps)