ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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Return the limit of a given sequence of approximations via the Epsilon method of Wynn (1961). More...
Return the limit of a given sequence of approximations via the Epsilon method of Wynn (1961).
Also return an estimate of the absolute error in the limit.
[in,out] | inew | : The input/output scalar of type integer of default kind IK, containing the index of the new element in the first column of the Epsilon table. |
[in,out] | ical | : The input/output scalar of type integer of default kind IK, containing the number of calls made to the procedure.On the first call ical = 0 must hold. |
[in,out] | EpsTable | : The input/output vector of type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128), of size (MAXLEN_EPSTAB + 2), containing the elements of the two lower diagonals of the triangular Epsilon table.The elements are numbered starting at the right-hand corner of the triangle. |
[in,out] | SeqLims | : The input/output vector of size (3) of the same type and kind as EpsTable(:) , containing the last three computed sequence limits. |
[out] | seqlim | : The output scalar of the same type and kind as EpsTable(:) , containing the sequence limit. |
[out] | abserr | : The output scalar of the same type and kind as EpsTable(:) , containing the sequence limit absolute error estimate. |
Possible calling interfaces ⛓
pure
.
Final Remarks ⛓
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Definition at line 4599 of file pm_quadPack.F90.