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richardson_extrapolation

simular::edd::validation

Function richardson_extrapolation 

Source 
pub fn richardson_extrapolation(
    values: &[f64],
    refinement_ratio: f64,
    expected_order: f64,
    tolerance: f64,
) -> ConvergenceAnalysis
Expand description

Compute convergence order using Richardson extrapolation.

Given function evaluations at successively refined step sizes, estimate the order of convergence p where error ~ h^p.

§Arguments

  • values - Function values at each refinement level (coarse to fine)
  • refinement_ratio - Ratio between successive step sizes (default: 2.0)
  • expected_order - Expected convergence order
  • tolerance - Tolerance for order comparison

§Returns

ConvergenceAnalysis with computed order and extrapolated value.

§Panics

Panics if fewer than 3 values are provided.