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Wave Propagation in Linear Media | re-examined

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6.6 Controll<strong>in</strong>g the accuracy of the extrapolation <strong>re</strong>sult<br />

60<br />

50<br />

40<br />

30<br />

20<br />

10<br />

0<br />

10 20 30 40 50 60<br />

Figu<strong>re</strong> 6.9: Contour plot of g. 6.8, abscissa: ne, ord<strong>in</strong>ate: ns.<br />

6.6 Controll<strong>in</strong>g the accuracy of the extrapolation <strong>re</strong>sult<br />

As we have seen <strong>in</strong> the last sections, we can improve the <strong>re</strong>sult of the extrapolation under<br />

most circumstances by <strong>in</strong>c<strong>re</strong>as<strong>in</strong>g the number of sequence elements be<strong>in</strong>g subject to the<br />

extrapolation. The seve<strong>re</strong> problem that still <strong>re</strong>ma<strong>in</strong>s is that this is only a qualitative nd<strong>in</strong>g<br />

and that we have no guidel<strong>in</strong>e whatsoever as to how this parameter is to be chosen. From a<br />

user's po<strong>in</strong>t of view, the exact number of sequence members necessary to achieve a certa<strong>in</strong><br />

accuray is enti<strong>re</strong>ly ir<strong>re</strong>levant, provided that the goal is <strong>re</strong>ached. On the contrary, it is much<br />

mo<strong>re</strong> convenient to let the user specify only the desi<strong>re</strong>d accuracy and to leave the choice of<br />

the other parameters to the algorithm, which then has to be somehow adaptive.<br />

If we want to adapt only the parameters of a basic numerical algorithm, then we <strong>in</strong> turn need<br />

a meta algorithm that starts from a given parameter set, calls the basic algorithm, judges the<br />

<strong>re</strong>sults and changes the parameters. This procedu<strong>re</strong> must be <strong>re</strong>peated iteratively until either<br />

the outcome meets the <strong>re</strong>qui<strong>re</strong>ments or a maximum number of iterations is <strong>re</strong>ached | just<br />

to p<strong>re</strong>vent the algorithm from be<strong>in</strong>g lost <strong>in</strong> an <strong>in</strong> nite loop or wast<strong>in</strong>g p<strong>re</strong>cious comput<strong>in</strong>g<br />

time. From the p<strong>re</strong>vious sections, we can easily conclude what the th<strong>re</strong>e major elements of<br />

such a meta algorithm must look like:<br />

1. The basic algorithm consists of the computation of the sequence of partial sums for a<br />

given <strong>in</strong>tegrand together with the extrapolation. It <strong>re</strong>turns an estimate of the <strong>in</strong>tegral.<br />

2. The parameters that can be <strong>in</strong> uenced di<strong>re</strong>ctly by the meta algorithm a<strong>re</strong> the number<br />

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