Richardson extrapolation

In numerical analysis, Richardson extrapolation is a sequence acceleration method, used to improve the rate of convergence of a sequence. It is named after Lewis Fry Richardson, who introduced the technique in the early 20th century. In the words of Birkhoff and Rota, "its usefulness for practical computations can hardly be overestimated."

Practical applications of Richardson extrapolation include Romberg integration, which applies Richardson extrapolation to the trapezoid rule, and the Bulirsch–Stoer algorithm for solving ordinary differential equations.

Suppose that we wish to approximate ${\displaystyle A^{*}}$, and we have a method ${\displaystyle A(h)}$ that depends on a small parameter ${\displaystyle h}$, so that

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