Aitken's delta-squared process

In numerical analysis, Aitken's delta-squared process or Aitken extrapolation is a series acceleration method used for accelerating the rate of convergence of a sequence. It is named after Alexander Aitken, who introduced this method in 1926.[1] It is most useful for accelerating the convergence of a sequence that is converging linearly. A precursor form was known to Seki Kōwa (1642 – 1708) and applied to the rectification of the circle, i.e., to the calculation of π.

  1. ^ Aitken, Alexander (1926). "On Bernoulli's numerical solution of algebraic equations". Proceedings of the Royal Society of Edinburgh. 46: 289–305. doi:10.1017/S0370164600022070.