Bulirsch-Stoer Algorithm

An algorithm which finds rational function extrapolations of the form

and can be used in the solution of ordinary differential equations.

REFERENCES:

Bulirsch, R. and Stoer, J. §2.2 in Introduction to Numerical Analysis. New York: Springer-Verlag, 1991.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Richardson Extrapolation and the Bulirsch-Stoer Method." §16.4 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 718-725, 1992.