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A generalization of the Bulirsch-Stoer Algorithm for solving Ordinary Differential Equations.
References
Bader, G. and Deuflhard, P. ``A Semi-Implicit Mid-Point Rule for Stiff Systems of Ordinary Differential
Equations.'' Numer. Math. 41, 373-398, 1983.
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge
University Press, p. 730, 1992.